+746.6%
SYY vs EXEL
+336.4%
+410.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -4.8% | +13.1% | -17.9% | -5.6% |
| 3M | -7.1% | +36.3% | -43.4% | -9.1% |
| 6M | +6.8% | +34.5% | -27.7% | +4.4% |
| YTD | +7.7% | +57.4% | -49.8% | +3.9% |
| 1Y | +5.7% | +62.9% | -57.2% | +1.7% |
| 3Y | +24.6% | +229.5% | -205.0% | +13.2% |
| 5Y | +15.6% | +281.2% | -265.6% | +3.6% |
| 10Y | +87.9% | +320.7% | -232.8% | +63.3% |
| All | +746.6% | +336.4% | +410.2% | +522.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling