+19.4%
SYY vs EL
-68.4%
+87.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.6% |
| 7D | -0.2% | -2.4% | +2.1% | +0.1% |
| 30D | -2.7% | +13.7% | -16.4% | -4.8% |
| 3M | +5.9% | +14.5% | -8.6% | +3.4% |
| 6M | -2.3% | +7.4% | -9.7% | -4.2% |
| YTD | +13.1% | -4.7% | +17.8% | +12.3% |
| 1Y | +3.8% | +12.9% | -9.2% | -0.4% |
| 3Y | +26.7% | -32.2% | +59.0% | +31.1% |
| 5Y | +19.4% | -68.4% | +87.8% | +58.5% |
| All | +19.4% | -68.4% | +87.8% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling