+154.6%
SYY vs RACE
+647.6%
-493.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | -2.3% | -2.5% | +0.2% | -1.6% |
| 30D | -4.9% | +0.8% | -5.7% | -5.3% |
| 3M | +8.4% | +17.2% | -8.8% | +3.1% |
| 6M | -7.4% | +13.6% | -20.9% | -11.5% |
| YTD | +11.0% | +12.2% | -1.2% | +6.0% |
| 1Y | -0.2% | -16.3% | +16.0% | +3.6% |
| 3Y | +23.8% | +36.4% | -12.7% | +5.7% |
| 5Y | +18.1% | +95.0% | -76.8% | -13.0% |
| 10Y | +94.6% | +813.2% | -718.7% | +7.4% |
| All | +154.6% | +647.6% | -493.0% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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