+70.6%
SYY vs NTR
+98.7%
-28.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.7% |
| 7D | +1.5% | -2.5% | +4.0% | +2.3% |
| 30D | -2.3% | +17.0% | -19.3% | -7.3% |
| 3M | +5.5% | +22.2% | -16.7% | -1.6% |
| 6M | -1.0% | +5.2% | -6.1% | -3.9% |
| YTD | +14.1% | +29.7% | -15.5% | +2.4% |
| 1Y | +5.6% | +39.4% | -33.8% | -8.2% |
| 3Y | +27.9% | +38.2% | -10.3% | +8.5% |
| 5Y | +22.7% | +47.6% | -24.9% | -14.4% |
| All | +70.6% | +98.7% | -28.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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