+12.5%
SYY vs M
-2.8%
+15.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +0.8% |
| 7D | -4.1% | +2.5% | -6.7% | -4.5% |
| 30D | +0.3% | +10.1% | -9.8% | -1.2% |
| 3M | -6.3% | -0.9% | -5.4% | -6.5% |
| 6M | +9.7% | +30.2% | -20.5% | +4.6% |
| YTD | +9.4% | +16.3% | -6.8% | +5.9% |
| 1Y | +7.3% | +27.0% | -19.7% | +2.2% |
| 3Y | +27.6% | +154.5% | -126.8% | +2.4% |
| 5Y | +12.5% | -1.1% | +13.6% | +2.0% |
| All | +12.5% | -2.8% | +15.3% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling