+4,088.9%
SYY vs ECL
+14,227.3%
-10,138.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | -3.5% | +6.6% | -10.1% | -5.9% |
| 3M | -9.3% | +9.6% | -19.0% | -12.7% |
| 6M | +5.9% | +21.6% | -15.7% | -2.4% |
| YTD | +6.5% | +16.9% | -10.4% | -0.5% |
| 1Y | +4.0% | +17.9% | -13.9% | -3.2% |
| 3Y | +23.0% | +76.5% | -53.5% | -3.8% |
| 5Y | +14.3% | +36.6% | -22.3% | -2.6% |
| 10Y | +85.8% | +193.2% | -107.3% | +21.0% |
| All | +4,088.9% | +14,227.3% | -10,138.3% | +792.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling