+88.9%
SYY vs P
+691.2%
-602.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | +4.7% | -13.3% | +18.1% | +6.7% |
| 30D | -0.7% | -34.0% | +33.3% | +4.9% |
| 3M | -6.8% | +4.1% | -10.9% | -9.1% |
| 6M | +8.6% | +30.5% | -21.8% | +0.5% |
| YTD | +8.4% | +52.2% | -43.8% | -3.4% |
| 1Y | +7.1% | +10.3% | -3.2% | -0.1% |
| 3Y | +25.2% | +180.9% | -155.7% | -13.1% |
| 5Y | +13.0% | +259.7% | -246.8% | -30.2% |
| 10Y | +88.9% | +652.6% | -563.7% | -12.6% |
| All | +88.9% | +691.2% | -602.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling