+10.2%
SYY vs PL
+46.6%
-36.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +14.5% | -12.5% | +1.5% |
| 7D | -4.1% | +10.9% | -15.0% | -4.6% |
| 30D | +0.3% | -16.4% | +16.7% | +0.8% |
| 3M | -6.3% | -39.9% | +33.6% | -4.8% |
| 6M | +9.7% | -63.2% | +72.9% | +13.0% |
| YTD | +9.4% | -27.1% | +36.6% | +8.9% |
| 1Y | +7.3% | +12.2% | -4.9% | +4.6% |
| 3Y | +27.6% | +584.3% | -556.6% | +8.5% |
| 5Y | +12.5% | +37.0% | -24.4% | +0.5% |
| All | +10.2% | +46.6% | -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