+5.7%
SYY vs FIVE
+62.4%
-56.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.3% | +2.7% | -2.3% | 0.0% |
| 30D | -4.8% | +12.7% | -17.4% | -5.9% |
| 3M | -7.1% | +2.1% | -9.1% | -7.5% |
| 6M | +6.8% | +17.5% | -10.7% | +5.1% |
| YTD | +7.7% | +31.0% | -23.3% | +6.6% |
| 1Y | +5.7% | +67.7% | -62.1% | -0.3% |
| All | +5.7% | +62.4% | -56.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling