+365.3%
SYY vs DG
+614.5%
-249.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -4.8% | +3.2% | -8.0% | -5.3% |
| 3M | -7.1% | +10.4% | -17.5% | -8.7% |
| 6M | +6.8% | +33.2% | -26.4% | +1.3% |
| YTD | +7.7% | +3.0% | +4.7% | +6.3% |
| 1Y | +5.7% | +31.2% | -25.5% | -0.3% |
| 3Y | +24.6% | +21.8% | +2.7% | +15.2% |
| 5Y | +15.6% | -35.0% | +50.6% | +19.8% |
| 10Y | +87.9% | +106.0% | -18.1% | +57.4% |
| All | +365.3% | +614.5% | -249.2% | +209.1% |
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