+389.4%
SYY vs ET
+1,447.8%
-1,058.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -0.2% | +0.6% | -0.9% | -0.4% |
| 30D | -2.7% | +5.3% | -8.0% | -3.7% |
| 3M | +5.9% | +15.6% | -9.8% | +2.8% |
| 6M | -2.3% | +20.6% | -22.9% | -6.1% |
| YTD | +13.1% | +38.5% | -25.4% | +5.8% |
| 1Y | +3.8% | +35.7% | -32.0% | -2.6% |
| 3Y | +26.7% | +98.4% | -71.6% | +9.1% |
| 5Y | +19.4% | +245.3% | -225.9% | -8.7% |
| 10Y | +112.0% | +173.7% | -61.8% | +55.6% |
| All | +389.4% | +1,447.8% | -1,058.4% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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