+378.4%
SYY vs DG
+577.8%
-199.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.4% |
| 7D | -2.8% | -2.5% | -0.3% | -2.4% |
| 30D | -5.3% | +1.0% | -6.3% | -5.5% |
| 3M | +5.1% | +20.3% | -15.2% | +1.6% |
| 6M | -5.0% | -11.7% | +6.7% | -3.5% |
| YTD | +10.7% | -2.3% | +13.0% | +10.4% |
| 1Y | +0.7% | +20.0% | -19.3% | -3.5% |
| 3Y | +24.0% | +7.2% | +16.8% | +17.4% |
| 5Y | +19.3% | -37.9% | +57.2% | +24.5% |
| 10Y | +96.4% | +107.3% | -10.9% | +64.7% |
| All | +378.4% | +577.8% | -199.3% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling