+41.6%
SYY vs REPL
-9.7%
+51.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +2.2% |
| 7D | -0.2% | -9.6% | +9.3% | +0.1% |
| 30D | -2.7% | +5.7% | -8.4% | -2.9% |
| 3M | +5.9% | +56.4% | -50.5% | +3.0% |
| 6M | -2.3% | +67.4% | -69.8% | -8.1% |
| YTD | +13.1% | +48.7% | -35.6% | +6.6% |
| 1Y | +3.8% | +148.3% | -144.5% | -6.5% |
| 3Y | +26.7% | -26.7% | +53.4% | +11.0% |
| 5Y | +19.4% | -54.1% | +73.6% | +5.9% |
| All | +41.6% | -9.7% | +51.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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