+4,255.7%
SYY vs EFX
+6,208.6%
-1,953.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.5% |
| 7D | -2.8% | -7.8% | +5.1% | -0.9% |
| 30D | -5.3% | -5.7% | +0.4% | -4.1% |
| 3M | +5.1% | +2.5% | +2.6% | +3.8% |
| 6M | -5.0% | -16.7% | +11.7% | -1.8% |
| YTD | +10.7% | -20.2% | +30.9% | +14.8% |
| 1Y | +0.7% | -31.4% | +32.1% | +8.2% |
| 3Y | +24.0% | -10.5% | +34.5% | +21.4% |
| 5Y | +19.3% | -35.2% | +54.5% | +24.2% |
| 10Y | +96.4% | +40.2% | +56.3% | +64.1% |
| All | +4,255.7% | +6,208.6% | -1,953.0% | +1,506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling