+12.5%
SYY vs REPL
-33.0%
+45.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.9% |
| 7D | -4.1% | +14.2% | -18.3% | -4.3% |
| 30D | +0.3% | +65.9% | -65.6% | -0.3% |
| 3M | -6.3% | +84.6% | -90.9% | -7.1% |
| 6M | +9.7% | +446.9% | -437.2% | +6.2% |
| YTD | +9.4% | +129.0% | -119.6% | +6.4% |
| 1Y | +7.3% | +167.9% | -160.6% | +4.0% |
| 3Y | +27.6% | +93.9% | -66.3% | +15.9% |
| 5Y | +12.5% | -33.0% | +45.5% | +6.4% |
| All | +12.5% | -33.0% | +45.5% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling