+111.5%
SYY vs ESI
+310.7%
-199.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.3% |
| 7D | +1.5% | -2.3% | +3.8% | +2.2% |
| 30D | -2.3% | -9.0% | +6.7% | +0.3% |
| 3M | +5.5% | -13.3% | +18.7% | +8.5% |
| 6M | -1.0% | +5.3% | -6.2% | -5.8% |
| YTD | +14.1% | +37.6% | -23.5% | -1.9% |
| 1Y | +5.6% | +33.6% | -28.0% | -9.1% |
| 3Y | +27.9% | +75.8% | -47.9% | -5.2% |
| 5Y | +22.7% | +68.6% | -45.9% | -10.1% |
| All | +111.5% | +310.7% | -199.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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