+4,123.0%
SYY vs ES
+1,235.9%
+2,887.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +3.0% |
| 7D | -7.3% | +1.9% | -9.2% | -7.8% |
| 30D | +0.1% | +7.1% | -7.0% | -2.0% |
| 3M | -8.2% | -1.9% | -6.3% | -7.8% |
| 6M | +6.3% | +4.4% | +1.9% | +4.7% |
| YTD | +7.3% | +7.3% | 0.0% | +4.6% |
| 1Y | +8.5% | +2.1% | +6.3% | +6.9% |
| 3Y | +24.9% | +41.8% | -16.9% | +9.9% |
| 5Y | +8.0% | +1.4% | +6.6% | +4.3% |
| 10Y | +107.2% | +86.8% | +20.4% | +66.8% |
| All | +4,123.0% | +1,235.9% | +2,887.0% | +1,831.5% |
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