+111.5%
SYY vs EXEL
+386.3%
-274.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.1% |
| 7D | +1.5% | -2.9% | +4.4% | +2.0% |
| 30D | -2.3% | +11.9% | -14.2% | -4.0% |
| 3M | +5.5% | +9.2% | -3.7% | +3.9% |
| 6M | -1.0% | +39.1% | -40.1% | -6.2% |
| YTD | +14.1% | +31.0% | -16.9% | +8.8% |
| 1Y | +5.6% | +52.3% | -46.8% | -2.0% |
| 3Y | +27.9% | +159.7% | -131.9% | +7.2% |
| 5Y | +22.7% | +187.7% | -165.0% | 0.0% |
| All | +111.5% | +386.3% | -274.8% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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