+15.3%
SYY vs ELF
+272.3%
-257.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.8% |
| 7D | +0.3% | +1.6% | -1.3% | +0.2% |
| 30D | -4.8% | +9.1% | -13.9% | -5.4% |
| 3M | -7.1% | +28.2% | -35.2% | -8.8% |
| 6M | +6.8% | +119.5% | -112.7% | +0.4% |
| YTD | +7.7% | +55.2% | -47.5% | +3.2% |
| 1Y | +5.7% | +58.6% | -52.9% | +1.1% |
| 3Y | +24.6% | +21.3% | +3.3% | +11.5% |
| All | +15.3% | +272.3% | -257.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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