-0.2%
SYY vs EL
+14.8%
-15.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.3% |
| 30D | -4.9% | +19.8% | -24.8% | -5.6% |
| 3M | +8.4% | +25.7% | -17.3% | +7.4% |
| 6M | -7.4% | +5.4% | -12.8% | -7.8% |
| YTD | +11.0% | +0.2% | +10.8% | +10.3% |
| 1Y | -0.2% | +20.4% | -20.7% | -0.2% |
| All | -0.2% | +14.8% | -15.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling