+25.2%
SYY vs ECL
+79.5%
-54.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | -0.7% | +8.6% | -9.2% | -3.3% |
| 3M | -6.8% | +7.9% | -14.7% | -9.2% |
| 6M | +8.6% | +21.0% | -12.4% | +1.6% |
| YTD | +8.4% | +17.5% | -9.1% | +2.4% |
| 1Y | +7.1% | +19.7% | -12.5% | +0.6% |
| 3Y | +25.2% | +77.4% | -52.2% | +7.2% |
| All | +25.2% | +79.5% | -54.2% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling