+26.3%
SYY vs EL
-32.9%
+59.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.4% |
| 7D | -0.2% | -2.4% | +2.1% | 0.0% |
| 30D | -2.7% | +13.7% | -16.4% | -4.0% |
| 3M | +5.9% | +14.5% | -8.6% | +4.3% |
| 6M | -2.3% | +7.4% | -9.7% | -3.5% |
| YTD | +13.1% | -4.7% | +17.8% | +12.7% |
| 1Y | +3.8% | +12.9% | -9.2% | +1.2% |
| All | +26.3% | -32.9% | +59.2% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling