+24.0%
SYY vs ROP
-18.5%
+42.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -2.8% | -5.4% | +2.7% | -2.2% |
| 30D | -5.3% | -1.6% | -3.6% | -5.2% |
| 3M | +5.1% | +18.8% | -13.8% | +3.3% |
| 6M | -5.0% | +8.2% | -13.2% | -5.6% |
| YTD | +10.7% | -10.5% | +21.2% | +15.0% |
| 1Y | +0.7% | -23.7% | +24.4% | +10.4% |
| 3Y | +24.0% | -17.9% | +41.9% | +27.6% |
| All | +24.0% | -18.5% | +42.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling