+7.1%
SYY vs ES
-0.1%
+7.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +4.7% | +0.9% | +3.9% | +4.5% |
| 30D | -0.7% | +5.9% | -6.6% | -1.9% |
| 3M | -6.8% | -1.0% | -5.8% | -6.9% |
| 6M | +8.6% | +7.2% | +1.5% | +7.3% |
| YTD | +8.4% | +7.0% | +1.4% | +7.4% |
| 1Y | +7.1% | +0.5% | +6.7% | +6.3% |
| All | +7.1% | -0.1% | +7.2% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling