+1,950.8%
SYY vs EL
+1,800.1%
+150.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +1.3% | +2.7% | -1.3% | +0.7% |
| 30D | -3.5% | +10.8% | -14.3% | -5.9% |
| 3M | -9.3% | +26.5% | -35.8% | -14.8% |
| 6M | +5.9% | +31.1% | -25.2% | -2.0% |
| YTD | +6.5% | +6.6% | -0.2% | +2.0% |
| 1Y | +4.0% | +21.8% | -17.8% | -3.9% |
| 3Y | +23.0% | +1.8% | +21.2% | +12.4% |
| 5Y | +14.3% | -65.6% | +79.9% | +36.3% |
| 10Y | +85.8% | +60.3% | +25.5% | +51.8% |
| All | +1,950.8% | +1,800.1% | +150.8% | +936.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling