+245.0%
SYY vs ESI
+224.6%
+20.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.9% |
| 7D | -2.3% | +3.3% | -5.6% | -3.1% |
| 30D | -4.9% | -5.9% | +0.9% | -3.8% |
| 3M | +8.4% | -14.1% | +22.5% | +10.8% |
| 6M | -7.4% | +6.6% | -13.9% | -10.4% |
| YTD | +11.0% | +45.0% | -34.0% | -0.5% |
| 1Y | -0.2% | +41.5% | -41.7% | -10.5% |
| 3Y | +23.8% | +78.8% | -55.0% | +2.4% |
| 5Y | +18.1% | +70.9% | -52.7% | -2.6% |
| 10Y | +94.6% | +317.1% | -222.5% | +29.2% |
| All | +245.0% | +224.6% | +20.4% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling