+4,439.5%
SYY vs NTRS
+7,800.3%
-3,360.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +3.9% | +1.4% | +2.6% | +3.5% |
| 30D | -1.7% | -0.7% | -1.1% | -1.6% |
| 3M | +5.2% | +11.3% | -6.1% | +1.6% |
| 6M | -0.2% | +35.5% | -35.7% | -9.4% |
| YTD | +15.4% | +40.6% | -25.2% | +3.3% |
| 1Y | +5.6% | +49.2% | -43.6% | -7.3% |
| 3Y | +28.9% | +167.2% | -138.4% | -6.9% |
| 5Y | +24.1% | +94.9% | -70.9% | -3.4% |
| 10Y | +116.2% | +259.5% | -143.2% | +41.4% |
| All | +4,439.5% | +7,800.3% | -3,360.8% | +1,011.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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