+22.7%
SYY vs QS
-75.8%
+98.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +1.5% | -5.0% | +6.5% | +1.7% |
| 30D | -2.3% | -18.3% | +16.0% | -1.5% |
| 3M | +5.5% | -26.0% | +31.5% | +6.6% |
| 6M | -1.0% | -24.0% | +23.1% | -0.4% |
| YTD | +14.1% | -50.3% | +64.4% | +16.7% |
| 1Y | +5.6% | -38.0% | +43.5% | +5.9% |
| 3Y | +27.9% | -24.6% | +52.5% | +21.4% |
| 5Y | +22.7% | -75.4% | +98.2% | +19.5% |
| All | +22.7% | -75.8% | +98.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling