+22.7%
SYY vs EFX
-37.1%
+59.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.5% | -11.1% | +12.6% | +3.5% |
| 30D | -2.3% | -7.4% | +5.1% | -1.1% |
| 3M | +5.5% | +1.5% | +4.0% | +4.7% |
| 6M | -1.0% | -13.7% | +12.7% | +1.0% |
| YTD | +14.1% | -21.9% | +36.0% | +18.1% |
| 1Y | +5.6% | -30.8% | +36.3% | +11.9% |
| 3Y | +27.9% | -12.4% | +40.3% | +24.5% |
| 5Y | +22.7% | -35.9% | +58.7% | +28.8% |
| All | +22.7% | -37.1% | +59.8% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling