+4,267.1%
SYY vs ES
+1,243.3%
+3,023.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -4.9% | -2.0% | -3.0% | -4.4% |
| 3M | +8.4% | +1.7% | +6.7% | +7.7% |
| 6M | -7.4% | -3.5% | -3.8% | -6.6% |
| YTD | +11.0% | +7.9% | +3.1% | +8.1% |
| 1Y | -0.2% | +17.2% | -17.4% | -5.8% |
| 3Y | +23.8% | +29.3% | -5.5% | +11.9% |
| 5Y | +18.1% | -5.7% | +23.9% | +16.6% |
| 10Y | +94.6% | +85.2% | +9.4% | +57.1% |
| All | +4,267.1% | +1,243.3% | +3,023.9% | +1,896.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling