+113.8%
SYY vs RNG
+222.9%
-109.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.9% | -6.1% | +10.0% | +4.4% |
| 30D | -1.7% | +9.6% | -11.4% | -2.5% |
| 3M | +5.2% | +83.3% | -78.2% | 0.0% |
| 6M | -0.2% | +77.9% | -78.1% | -5.5% |
| YTD | +15.4% | +139.9% | -124.6% | +5.8% |
| 1Y | +5.6% | +121.7% | -116.1% | -2.7% |
| 3Y | +28.9% | +121.9% | -93.0% | +16.2% |
| 5Y | +24.1% | -68.4% | +92.4% | +27.6% |
| All | +113.8% | +222.9% | -109.0% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling