+298.5%
SYY vs FIVE
+874.1%
-575.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.9% |
| 7D | -4.1% | +6.2% | -10.3% | -5.2% |
| 30D | +0.3% | +18.2% | -17.9% | -3.0% |
| 3M | -6.3% | +3.8% | -10.2% | -7.3% |
| 6M | +9.7% | +13.7% | -4.0% | +6.0% |
| YTD | +9.4% | +34.7% | -25.3% | +1.8% |
| 1Y | +7.3% | +66.6% | -59.4% | -4.6% |
| 3Y | +27.6% | +44.3% | -16.6% | +10.8% |
| 5Y | +12.5% | +18.8% | -6.2% | -1.2% |
| 10Y | +87.4% | +569.2% | -481.8% | +19.2% |
| All | +298.5% | +874.1% | -575.7% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling