+27.5%
SYY vs EFV
+88.2%
-60.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +1.5% | -2.0% | +3.5% | +2.5% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | +5.5% | +9.1% | -3.6% | +0.8% |
| 6M | -1.0% | +11.7% | -12.7% | -6.7% |
| YTD | +14.1% | +17.0% | -2.9% | +4.9% |
| 1Y | +5.6% | +26.7% | -21.2% | -7.0% |
| All | +27.5% | +88.2% | -60.7% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling