+21.2%
SYY vs ROIV
+232.7%
-211.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.3% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | -4.9% | +1.0% | -5.9% | -5.0% |
| 3M | +8.4% | +18.3% | -9.9% | +7.6% |
| 6M | -7.4% | +18.3% | -25.7% | -8.1% |
| YTD | +11.0% | +61.0% | -50.0% | +8.7% |
| 1Y | -0.2% | +177.9% | -178.1% | -4.2% |
| 3Y | +23.8% | +199.1% | -175.3% | +17.9% |
| 5Y | +18.1% | +250.7% | -232.6% | +6.7% |
| All | +21.2% | +232.7% | -211.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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