+113.8%
SYY vs EMB
+30.3%
+83.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.9% | -1.2% | +5.1% | +5.5% |
| 30D | -1.7% | -1.3% | -0.5% | -0.3% |
| 3M | +5.2% | -1.8% | +7.0% | +7.4% |
| 6M | -0.2% | +0.2% | -0.4% | -0.7% |
| YTD | +15.4% | +0.4% | +15.0% | +14.6% |
| 1Y | +5.6% | +2.8% | +2.8% | +1.7% |
| 3Y | +28.9% | +29.1% | -0.3% | -7.3% |
| 5Y | +24.1% | +6.3% | +17.8% | +21.9% |
| All | +113.8% | +30.3% | +83.5% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling