+19.4%
SYY vs ED
+66.4%
-46.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -2.7% | +1.9% | -4.7% | -3.5% |
| 3M | +5.9% | +1.9% | +4.0% | +5.1% |
| 6M | -2.3% | -2.3% | -0.1% | -1.8% |
| YTD | +13.1% | +10.9% | +2.2% | +8.1% |
| 1Y | +3.8% | +14.5% | -10.8% | -2.2% |
| 3Y | +26.7% | +33.4% | -6.7% | +11.7% |
| 5Y | +19.4% | +67.3% | -47.9% | -1.6% |
| All | +19.4% | +66.4% | -46.9% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling