+4,206.5%
SYY vs ES
+1,229.2%
+2,977.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +0.3% | +5.7% | -5.4% | -1.4% |
| 3M | -6.3% | -2.8% | -3.6% | -5.7% |
| 6M | +9.7% | +7.0% | +2.7% | +7.2% |
| YTD | +9.4% | +6.8% | +2.7% | +6.8% |
| 1Y | +7.3% | -0.5% | +7.7% | +6.5% |
| 3Y | +27.6% | +47.2% | -19.5% | +11.0% |
| 5Y | +12.5% | +2.3% | +10.3% | +8.4% |
| 10Y | +87.4% | +85.6% | +1.8% | +51.1% |
| All | +4,206.5% | +1,229.2% | +2,977.2% | +1,872.6% |
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