+113.8%
SYY vs EFX
+42.6%
+71.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +3.9% | -4.5% | +8.5% | +5.2% |
| 30D | -1.7% | -6.1% | +4.3% | -0.3% |
| 3M | +5.2% | +6.2% | -1.0% | +2.7% |
| 6M | -0.2% | -11.2% | +11.0% | +1.7% |
| YTD | +15.4% | -21.4% | +36.8% | +20.9% |
| 1Y | +5.6% | -34.3% | +39.9% | +16.7% |
| 3Y | +28.9% | -12.5% | +41.4% | +24.5% |
| 5Y | +24.1% | -35.6% | +59.6% | +30.0% |
| All | +113.8% | +42.6% | +71.3% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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