+34.5%
SYY vs REPL
+36.1%
-1.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.6% | -0.7% |
| 7D | 0.0% | +5.3% | -5.3% | -0.2% |
| 30D | -2.2% | +66.6% | -68.9% | -3.8% |
| 3M | -8.0% | +59.6% | -67.6% | -9.5% |
| 6M | +7.5% | +482.4% | -474.9% | -1.2% |
| YTD | +7.4% | +124.1% | -116.6% | -0.1% |
| 1Y | +4.9% | +138.6% | -133.7% | -2.8% |
| 3Y | +24.1% | +96.0% | -71.9% | +1.7% |
| 5Y | +13.4% | -35.4% | +48.8% | 0.0% |
| All | +34.5% | +36.1% | -1.6% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling