+155.2%
SYY vs P
+469.1%
-314.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +1.7% |
| 7D | -7.3% | -23.8% | +16.5% | -4.0% |
| 30D | +0.1% | -36.6% | +36.7% | +5.9% |
| 3M | -8.2% | +10.9% | -19.1% | -11.2% |
| 6M | +6.3% | +30.0% | -23.7% | -1.2% |
| YTD | +7.3% | +44.4% | -37.1% | -2.7% |
| 1Y | +8.5% | +3.9% | +4.5% | +2.6% |
| 3Y | +24.9% | +176.6% | -151.7% | -10.0% |
| 5Y | +8.0% | +249.3% | -241.2% | -29.2% |
| 10Y | +107.2% | +726.9% | -619.7% | +6.6% |
| All | +155.2% | +469.1% | -314.0% | +32.4% |
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