+22.7%
SYY vs DG
-39.4%
+62.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +1.5% | -6.3% | +7.8% | +2.4% |
| 30D | -2.3% | +2.4% | -4.7% | -2.7% |
| 3M | +5.5% | +12.4% | -6.9% | +3.6% |
| 6M | -1.0% | -14.9% | +14.0% | +0.8% |
| YTD | +14.1% | -6.1% | +20.2% | +14.5% |
| 1Y | +5.6% | +17.9% | -12.3% | +2.1% |
| 3Y | +27.9% | +3.1% | +24.7% | +22.3% |
| 5Y | +22.7% | -38.7% | +61.4% | +32.6% |
| All | +22.7% | -39.4% | +62.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling