+1,601.0%
SYY vs RL
+1,549.7%
+51.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | 0.0% | -4.4% | +4.4% | +0.9% |
| 30D | -2.2% | +5.6% | -7.8% | -3.5% |
| 3M | -8.0% | -0.6% | -7.4% | -8.1% |
| 6M | +7.5% | +15.5% | -8.0% | +3.5% |
| YTD | +7.4% | +12.3% | -4.9% | +3.6% |
| 1Y | +4.9% | +19.3% | -14.4% | -0.3% |
| 3Y | +24.1% | +255.5% | -231.4% | -10.4% |
| 5Y | +13.4% | +247.1% | -233.7% | -19.1% |
| 10Y | +87.5% | +346.0% | -258.5% | +22.1% |
| All | +1,601.0% | +1,549.7% | +51.2% | +739.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling