+88.9%
SYY vs ES
+87.3%
+1.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +4.7% | +0.9% | +3.9% | +4.4% |
| 30D | -0.7% | +5.9% | -6.6% | -2.8% |
| 3M | -6.8% | -1.0% | -5.8% | -6.6% |
| 6M | +8.6% | +7.2% | +1.5% | +5.6% |
| YTD | +8.4% | +7.0% | +1.4% | +5.0% |
| 1Y | +7.1% | +0.5% | +6.7% | +5.7% |
| 3Y | +25.2% | +48.7% | -23.4% | +3.6% |
| 5Y | +13.0% | +1.9% | +11.0% | +7.9% |
| 10Y | +88.9% | +89.2% | -0.3% | +50.7% |
| All | +88.9% | +87.3% | +1.6% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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