+26.3%
SYY vs EXEL
+164.8%
-138.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +2.0% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -2.7% | +10.1% | -12.9% | -3.8% |
| 3M | +5.9% | +10.1% | -4.2% | +4.6% |
| 6M | -2.3% | +37.7% | -40.0% | -6.3% |
| YTD | +13.1% | +33.1% | -20.0% | +8.8% |
| 1Y | +3.8% | +52.4% | -48.6% | -2.2% |
| All | +26.3% | +164.8% | -138.4% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling