+113.8%
SYY vs ETR
+296.9%
-183.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +3.9% | -1.8% | +5.8% | +4.9% |
| 30D | -1.7% | -1.8% | 0.0% | -1.0% |
| 3M | +5.2% | -3.6% | +8.8% | +6.8% |
| 6M | -0.2% | +2.6% | -2.8% | -2.4% |
| YTD | +15.4% | +16.0% | -0.7% | +5.8% |
| 1Y | +5.6% | +20.1% | -14.5% | -5.2% |
| 3Y | +28.9% | +143.6% | -114.7% | -24.7% |
| 5Y | +24.1% | +124.4% | -100.3% | -26.0% |
| All | +113.8% | +296.9% | -183.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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