-0.2%
SYY vs RNG
+144.7%
-145.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.3% |
| 7D | -2.3% | +5.8% | -8.1% | -2.3% |
| 30D | -4.9% | +19.6% | -24.6% | -4.8% |
| 3M | +8.4% | +67.0% | -58.6% | +8.4% |
| 6M | -7.4% | +88.4% | -95.7% | -7.3% |
| YTD | +11.0% | +155.5% | -144.5% | +11.5% |
| 1Y | -0.2% | +141.7% | -141.9% | -0.2% |
| All | -0.2% | +144.7% | -145.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling