+19.4%
SYY vs RGEN
-44.3%
+63.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.3% |
| 7D | -0.2% | -4.6% | +4.3% | +0.2% |
| 30D | -2.7% | +1.2% | -3.9% | -2.9% |
| 3M | +5.9% | +26.8% | -21.0% | +3.4% |
| 6M | -2.3% | +29.1% | -31.4% | -5.0% |
| YTD | +13.1% | +0.7% | +12.4% | +12.3% |
| 1Y | +3.8% | +39.1% | -35.3% | -0.3% |
| 3Y | +26.7% | +2.2% | +24.5% | +22.4% |
| 5Y | +19.4% | -44.0% | +63.4% | +7.7% |
| All | +19.4% | -44.3% | +63.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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