+4,136.2%
SYY vs ED
+2,513.4%
+1,622.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +0.3% | +2.1% | -1.7% | -0.5% |
| 30D | -4.8% | +10.4% | -15.2% | -8.6% |
| 3M | -7.1% | +12.5% | -19.6% | -11.5% |
| 6M | +6.8% | +14.9% | -8.1% | +0.8% |
| YTD | +7.7% | +24.8% | -17.2% | -2.0% |
| 1Y | +5.7% | +23.8% | -18.2% | -3.6% |
| 3Y | +24.6% | +51.6% | -27.1% | +3.8% |
| 5Y | +15.6% | +86.4% | -70.8% | -12.3% |
| 10Y | +87.9% | +145.4% | -57.5% | +22.3% |
| All | +4,136.2% | +2,513.4% | +1,622.8% | +844.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling