+304.1%
SYY vs FIVE
+868.1%
-564.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.3% |
| 7D | -2.3% | +4.3% | -6.6% | -3.2% |
| 30D | -4.9% | +12.5% | -17.4% | -7.3% |
| 3M | +8.4% | +31.2% | -22.9% | +2.3% |
| 6M | -7.4% | +14.4% | -21.7% | -10.7% |
| YTD | +11.0% | +33.9% | -22.9% | +3.5% |
| 1Y | -0.2% | +65.1% | -65.3% | -11.4% |
| 3Y | +23.8% | +49.0% | -25.2% | +6.6% |
| 5Y | +18.1% | +30.3% | -12.2% | +1.2% |
| 10Y | +94.6% | +481.1% | -386.5% | +25.3% |
| All | +304.1% | +868.1% | -564.1% | +149.4% |
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