+21.6%
SYY vs ROP
-16.2%
+37.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | -0.2% | -6.1% | +5.9% | +1.3% |
| 30D | -2.7% | -3.4% | +0.6% | -2.0% |
| 3M | +5.9% | +16.7% | -10.8% | +1.5% |
| 6M | -2.3% | +8.1% | -10.4% | -4.6% |
| YTD | +13.1% | -11.7% | +24.8% | +17.7% |
| 1Y | +3.8% | -24.2% | +28.0% | +14.8% |
| 3Y | +26.7% | -19.0% | +45.7% | +34.1% |
| All | +21.6% | -16.2% | +37.8% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling