+86.7%
SYY vs ES
+98.2%
-11.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +0.3% | +2.7% | -2.4% | -0.7% |
| 30D | -4.8% | +7.6% | -12.4% | -7.4% |
| 3M | -7.1% | +0.5% | -7.6% | -7.4% |
| 6M | +6.8% | +7.6% | -0.8% | +3.6% |
| YTD | +7.7% | +10.2% | -2.6% | +3.2% |
| 1Y | +5.7% | +1.8% | +3.8% | +3.8% |
| 3Y | +24.6% | +55.4% | -30.8% | +1.3% |
| 5Y | +15.6% | +7.3% | +8.3% | +8.2% |
| All | +86.7% | +98.2% | -11.6% | +46.3% |
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