+19.4%
SYY vs REPL
-53.9%
+73.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | +5.9% | +56.4% | -50.5% | +4.7% |
| 6M | -2.3% | +67.4% | -69.8% | -4.7% |
| YTD | +13.1% | +48.7% | -35.6% | +10.5% |
| 1Y | +3.8% | +148.3% | -144.5% | -0.8% |
| 3Y | +26.7% | -26.7% | +53.4% | +21.5% |
| 5Y | +19.4% | -54.1% | +73.6% | +13.5% |
| All | +19.4% | -53.9% | +73.3% | +13.5% |
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