-0.2%
SYY vs DGX
+33.7%
-33.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.0% |
| 7D | -2.3% | -2.3% | 0.0% | -1.7% |
| 30D | -4.9% | +0.6% | -5.5% | -5.1% |
| 3M | +8.4% | +21.4% | -13.0% | +2.6% |
| 6M | -7.4% | +14.7% | -22.1% | -11.0% |
| YTD | +11.0% | +38.4% | -27.5% | +0.4% |
| 1Y | -0.2% | +34.0% | -34.2% | -8.6% |
| All | -0.2% | +33.7% | -33.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling