+26.3%
SYY vs ESI
+81.4%
-55.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | -0.2% | +3.9% | -4.2% | -0.6% |
| 30D | -2.7% | -3.8% | +1.0% | -2.4% |
| 3M | +5.9% | -13.1% | +19.0% | +6.8% |
| 6M | -2.3% | +11.3% | -13.7% | -5.3% |
| YTD | +13.1% | +44.1% | -31.0% | +5.7% |
| 1Y | +3.8% | +40.3% | -36.6% | -2.9% |
| All | +26.3% | +81.4% | -55.0% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling