+26.3%
SYY vs IT
-52.2%
+78.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.3% |
| 7D | -0.2% | -9.1% | +8.9% | +0.2% |
| 30D | -2.7% | -12.2% | +9.4% | -2.1% |
| 3M | +5.9% | +7.8% | -1.9% | +4.9% |
| 6M | -2.3% | +2.0% | -4.3% | -3.0% |
| YTD | +13.1% | -32.7% | +45.8% | +17.9% |
| 1Y | +3.8% | -31.1% | +34.9% | +7.4% |
| All | +26.3% | -52.2% | +78.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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