+160.2%
SYY vs P
+504.9%
-344.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | +1.1% |
| 7D | -4.1% | -9.6% | +5.5% | -3.1% |
| 30D | +0.3% | -33.4% | +33.7% | +5.4% |
| 3M | -6.3% | +14.2% | -20.6% | -9.8% |
| 6M | +9.7% | +31.6% | -21.9% | +1.9% |
| YTD | +9.4% | +53.5% | -44.0% | -1.7% |
| 1Y | +7.3% | +14.2% | -6.9% | 0.0% |
| 3Y | +27.6% | +190.5% | -162.9% | -8.6% |
| 5Y | +12.5% | +256.3% | -243.8% | -26.2% |
| 10Y | +87.4% | +707.9% | -620.4% | -3.9% |
| All | +160.2% | +504.9% | -344.7% | +33.8% |
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