+4,165.3%
SYY vs ECL
+14,303.5%
-10,138.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | -6.8% | +7.9% | -14.7% | -9.7% |
| 6M | +8.6% | +21.0% | -12.4% | +0.3% |
| YTD | +8.4% | +17.5% | -9.1% | +1.1% |
| 1Y | +7.1% | +19.7% | -12.5% | -0.9% |
| 3Y | +25.2% | +77.4% | -52.2% | -2.3% |
| 5Y | +13.0% | +38.7% | -25.7% | -4.4% |
| 10Y | +88.9% | +193.5% | -104.6% | +22.9% |
| All | +4,165.3% | +14,303.5% | -10,138.2% | +807.2% |
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 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