+112.0%
SYY vs RL
+297.6%
-185.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.3% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -2.7% | -17.5% | +14.8% | +3.4% |
| 3M | +5.9% | -14.0% | +19.9% | +10.6% |
| 6M | -2.3% | -2.0% | -0.4% | -3.0% |
| YTD | +13.1% | -4.6% | +17.7% | +12.9% |
| 1Y | +3.8% | +9.5% | -5.8% | -1.6% |
| 3Y | +26.7% | +200.5% | -173.7% | -21.7% |
| 5Y | +19.4% | +226.3% | -206.8% | -31.6% |
| 10Y | +112.0% | +304.8% | -192.8% | +3.0% |
| All | +112.0% | +297.6% | -185.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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