+25.8%
SYY vs FIVE
+56.0%
-30.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.6% |
| 7D | -2.3% | +4.3% | -6.6% | -2.5% |
| 30D | -4.9% | +12.5% | -17.4% | -5.6% |
| 3M | +8.4% | +31.2% | -22.9% | +6.6% |
| 6M | -7.4% | +14.4% | -21.7% | -8.2% |
| YTD | +11.0% | +33.9% | -22.9% | +9.0% |
| 1Y | -0.2% | +65.1% | -65.3% | -3.2% |
| All | +25.8% | +56.0% | -30.2% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling