+2,038.1%
SYY vs EL
+1,685.7%
+352.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -2.0% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -4.9% | +19.8% | -24.8% | -9.4% |
| 3M | +8.4% | +25.7% | -17.3% | +1.9% |
| 6M | -7.4% | +5.4% | -12.8% | -10.0% |
| YTD | +11.0% | +0.2% | +10.8% | +8.1% |
| 1Y | -0.2% | +20.4% | -20.7% | -7.9% |
| 3Y | +23.8% | -32.1% | +55.9% | +25.3% |
| 5Y | +18.1% | -67.2% | +85.3% | +42.4% |
| 10Y | +94.6% | +31.7% | +62.8% | +66.5% |
| All | +2,038.1% | +1,685.7% | +352.4% | +998.9% |
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