+9.1%
SYY vs PL
+45.6%
-36.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +4.7% | +5.6% | -0.9% | +4.5% |
| 30D | -0.7% | -16.9% | +16.3% | -0.1% |
| 3M | -6.8% | -38.2% | +31.4% | -5.3% |
| 6M | +8.6% | -63.4% | +72.1% | +12.0% |
| YTD | +8.4% | -27.6% | +36.0% | +7.9% |
| 1Y | +7.1% | +6.6% | +0.5% | +4.7% |
| 3Y | +25.2% | +557.6% | -532.4% | +6.7% |
| 5Y | +13.0% | +39.5% | -26.5% | +1.0% |
| All | +9.1% | +45.6% | -36.5% | -0.5% |
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