+11.4%
SYY vs PL
+81.7%
-70.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -2.8% | -7.5% | +4.8% | -2.5% |
| 30D | -5.3% | -25.6% | +20.3% | -4.3% |
| 3M | +5.1% | -45.6% | +50.7% | +7.3% |
| 6M | -5.0% | -29.5% | +24.6% | -4.9% |
| YTD | +10.7% | -9.7% | +20.4% | +9.5% |
| 1Y | +0.7% | +84.4% | -83.7% | -3.7% |
| 3Y | +24.0% | +550.0% | -526.0% | +6.6% |
| 5Y | +19.3% | +79.0% | -59.7% | +7.4% |
| All | +11.4% | +81.7% | -70.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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