+163.9%
SYY vs P
+485.4%
-321.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | -2.3% | +6.5% | -8.8% | -3.3% |
| 30D | -4.9% | +18.8% | -23.8% | -7.8% |
| 3M | +8.4% | +26.7% | -18.4% | +3.3% |
| 6M | -7.4% | +62.2% | -69.5% | -15.9% |
| YTD | +11.0% | +48.5% | -37.5% | +1.5% |
| 1Y | -0.2% | +26.4% | -26.6% | -7.8% |
| 3Y | +23.8% | +159.4% | -135.6% | -8.2% |
| 5Y | +18.1% | +275.8% | -257.7% | -22.9% |
| 10Y | +94.6% | +732.0% | -637.4% | +1.1% |
| All | +163.9% | +485.4% | -321.5% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling