+4,439.5%
SYY vs NYT
+758.3%
+3,681.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.9% | -0.6% | +4.5% | +4.1% |
| 30D | -1.7% | +4.6% | -6.3% | -2.6% |
| 3M | +5.2% | -9.6% | +14.8% | +6.8% |
| 6M | -0.2% | -14.0% | +13.8% | +2.1% |
| YTD | +15.4% | -2.8% | +18.2% | +15.1% |
| 1Y | +5.6% | +15.6% | -10.0% | +1.7% |
| 3Y | +28.9% | +56.3% | -27.4% | +15.8% |
| 5Y | +24.1% | +39.5% | -15.4% | +11.8% |
| 10Y | +116.2% | +488.0% | -371.8% | +45.5% |
| All | +4,439.5% | +758.3% | +3,681.2% | +2,128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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