+100.9%
SYY vs ELF
+391.6%
-290.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.6% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | -4.8% | +9.1% | -13.9% | -6.0% |
| 3M | -7.1% | +28.2% | -35.2% | -10.6% |
| 6M | +6.8% | +119.5% | -112.7% | -5.7% |
| YTD | +7.7% | +55.2% | -47.5% | -1.1% |
| 1Y | +5.7% | +58.6% | -52.9% | -3.4% |
| 3Y | +24.6% | +21.3% | +3.3% | +5.8% |
| 5Y | +15.6% | +276.2% | -260.6% | -29.6% |
| 10Y | +87.9% | +337.0% | -249.0% | -8.5% |
| All | +100.9% | +391.6% | -290.7% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling