+113.8%
SYY vs EAT
+374.9%
-261.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +3.9% | -7.7% | +11.6% | +6.2% |
| 30D | -1.7% | -13.6% | +11.8% | +2.1% |
| 3M | +5.2% | +33.9% | -28.7% | -3.7% |
| 6M | -0.2% | +47.2% | -47.4% | -12.2% |
| YTD | +15.4% | +48.1% | -32.7% | +0.7% |
| 1Y | +5.6% | +33.7% | -28.1% | -6.1% |
| 3Y | +28.9% | +595.8% | -566.9% | -37.3% |
| 5Y | +24.1% | +314.4% | -290.3% | -33.0% |
| All | +113.8% | +374.9% | -261.1% | -22.4% |
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