+337.6%
SYY vs EMB
+132.1%
+205.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -4.9% | -0.3% | -4.6% | -4.8% |
| 3M | +8.4% | -0.4% | +8.8% | +8.6% |
| 6M | -7.4% | +0.1% | -7.5% | -7.5% |
| YTD | +11.0% | +1.6% | +9.4% | +9.7% |
| 1Y | -0.2% | +5.6% | -5.8% | -4.1% |
| 3Y | +23.8% | +29.8% | -6.1% | +3.0% |
| 5Y | +18.1% | +7.3% | +10.9% | +12.1% |
| 10Y | +94.6% | +30.4% | +64.2% | +66.8% |
| All | +337.6% | +132.1% | +205.5% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling