+2,552.0%
SYY vs EME
+62,686.5%
-60,134.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | -2.8% | +5.2% | -7.9% | -3.8% |
| 30D | -5.3% | -5.4% | +0.1% | -4.3% |
| 3M | +5.1% | -6.1% | +11.2% | +5.4% |
| 6M | -5.0% | +9.7% | -14.6% | -8.1% |
| YTD | +10.7% | +26.6% | -15.9% | +3.5% |
| 1Y | +0.7% | +24.6% | -24.0% | -6.5% |
| 3Y | +24.0% | +249.6% | -225.5% | -12.3% |
| 5Y | +19.3% | +556.6% | -537.3% | -27.9% |
| 10Y | +96.4% | +1,286.6% | -1,190.2% | +1.8% |
| All | +2,552.0% | +62,686.5% | -60,134.5% | +902.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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