+772.8%
SYY vs EXEL
+273.2%
+499.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -2.3% | +8.4% | -10.7% | -2.9% |
| 30D | -4.9% | +4.1% | -9.0% | -5.3% |
| 3M | +8.4% | +12.4% | -4.0% | +7.4% |
| 6M | -7.4% | +41.5% | -48.9% | -9.8% |
| YTD | +11.0% | +34.6% | -23.6% | +8.3% |
| 1Y | -0.2% | +57.9% | -58.1% | -3.9% |
| 3Y | +23.8% | +159.5% | -135.7% | +14.3% |
| 5Y | +18.1% | +198.5% | -180.3% | +7.6% |
| 10Y | +94.6% | +411.4% | -316.8% | +67.3% |
| All | +772.8% | +273.2% | +499.6% | +548.7% |
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