+86.7%
SYY vs EAT
+320.8%
-234.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | +0.3% | -4.0% | +4.3% | +1.4% |
| 30D | -4.8% | -2.9% | -1.9% | -4.4% |
| 3M | -7.1% | -16.9% | +9.8% | -3.0% |
| 6M | +6.8% | +57.0% | -50.2% | -7.4% |
| YTD | +7.7% | +38.2% | -30.5% | -4.9% |
| 1Y | +5.7% | +69.3% | -63.6% | -12.3% |
| 3Y | +24.6% | +483.0% | -458.4% | -36.2% |
| 5Y | +15.6% | +364.1% | -348.5% | -40.5% |
| All | +86.7% | +320.8% | -234.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling