+23.6%
SYY vs ETR
+122.3%
-98.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.9% | -1.8% | +5.8% | +4.5% |
| 30D | -1.7% | -1.8% | 0.0% | -1.3% |
| 3M | +5.2% | -3.6% | +8.8% | +6.2% |
| 6M | -0.2% | +2.6% | -2.8% | -1.5% |
| YTD | +15.4% | +16.0% | -0.7% | +9.6% |
| 1Y | +5.6% | +20.1% | -14.5% | -0.9% |
| 3Y | +28.9% | +143.6% | -114.7% | -7.5% |
| All | +23.6% | +122.3% | -98.7% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling