+4,390.4%
SYY vs DTE
+3,444.9%
+945.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | +1.5% | -2.0% | +3.5% | +2.5% |
| 30D | -2.3% | -2.4% | +0.1% | -1.2% |
| 3M | +5.5% | -7.3% | +12.8% | +9.3% |
| 6M | -1.0% | -7.6% | +6.7% | +2.5% |
| YTD | +14.1% | +5.8% | +8.3% | +10.4% |
| 1Y | +5.6% | +2.3% | +3.2% | +3.7% |
| 3Y | +27.9% | +45.0% | -17.1% | +4.7% |
| 5Y | +22.7% | +33.2% | -10.5% | +3.5% |
| 10Y | +113.9% | +141.4% | -27.5% | +39.5% |
| All | +4,390.4% | +3,444.9% | +945.6% | +781.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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