+111.5%
SYY vs EL
+25.3%
+86.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | +1.5% | -4.4% | +5.9% | +2.6% |
| 30D | -2.3% | +10.3% | -12.6% | -5.4% |
| 3M | +5.5% | +13.4% | -7.9% | +1.1% |
| 6M | -1.0% | +3.1% | -4.0% | -3.6% |
| YTD | +14.1% | -6.9% | +21.0% | +13.0% |
| 1Y | +5.6% | +11.9% | -6.4% | -2.1% |
| 3Y | +27.9% | -33.8% | +61.7% | +33.5% |
| 5Y | +22.7% | -69.0% | +91.7% | +74.7% |
| All | +111.5% | +25.3% | +86.2% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling