+2,028.6%
SYY vs DGX
+8,778.1%
-6,749.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +3.9% | -0.9% | +4.8% | +4.1% |
| 30D | -1.7% | -1.2% | -0.6% | -1.5% |
| 3M | +5.2% | +15.8% | -10.6% | +1.7% |
| 6M | -0.2% | +18.2% | -18.4% | -4.0% |
| YTD | +15.4% | +37.2% | -21.8% | +7.3% |
| 1Y | +5.6% | +30.4% | -24.8% | -0.7% |
| 3Y | +28.9% | +96.7% | -67.8% | +10.4% |
| 5Y | +24.1% | +67.2% | -43.1% | +9.1% |
| 10Y | +116.2% | +253.9% | -137.7% | +62.8% |
| All | +2,028.6% | +8,778.1% | -6,749.6% | +1,017.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling