+111.5%
SYY vs ECL
+155.8%
-44.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.5% | -2.6% | +4.2% | +3.0% |
| 30D | -2.3% | -4.6% | +2.3% | +0.2% |
| 3M | +5.5% | +6.0% | -0.5% | +1.7% |
| 6M | -1.0% | -3.0% | +2.0% | 0.0% |
| YTD | +14.1% | +4.0% | +10.1% | +10.5% |
| 1Y | +5.6% | +2.0% | +3.5% | +3.1% |
| 3Y | +27.9% | +53.9% | -26.0% | -4.8% |
| 5Y | +22.7% | +27.1% | -4.4% | +1.0% |
| All | +111.5% | +155.8% | -44.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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