+113.8%
SYY vs EFV
+169.9%
-56.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.1% |
| 7D | +3.9% | -0.8% | +4.8% | +4.7% |
| 30D | -1.7% | +0.6% | -2.4% | -2.4% |
| 3M | +5.2% | +7.5% | -2.4% | -2.1% |
| 6M | -0.2% | +13.0% | -13.2% | -12.0% |
| YTD | +15.4% | +18.3% | -2.9% | -2.7% |
| 1Y | +5.6% | +26.7% | -21.1% | -16.9% |
| 3Y | +28.9% | +89.6% | -60.7% | -33.8% |
| 5Y | +24.1% | +98.2% | -74.1% | -40.2% |
| All | +113.8% | +169.9% | -56.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling