+326.2%
SYY vs EFV
+256.4%
+69.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -2.8% | +1.0% | -3.7% | -3.3% |
| 30D | -5.3% | +0.2% | -5.4% | -5.4% |
| 3M | +5.1% | +9.6% | -4.5% | -0.7% |
| 6M | -5.0% | +14.0% | -19.0% | -12.6% |
| YTD | +10.7% | +18.5% | -7.8% | -0.4% |
| 1Y | +0.7% | +27.9% | -27.2% | -13.6% |
| 3Y | +24.0% | +92.4% | -68.4% | -17.4% |
| 5Y | +19.3% | +97.2% | -77.9% | -22.0% |
| 10Y | +96.4% | +163.0% | -66.6% | +11.8% |
| All | +326.2% | +256.4% | +69.8% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling