+13.4%
SYY vs ROP
+1.6%
+11.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.7% |
| 30D | -2.2% | +30.1% | -32.3% | -8.4% |
| 3M | -8.0% | +19.9% | -27.9% | -12.2% |
| 6M | +7.5% | +46.0% | -38.5% | -2.7% |
| YTD | +7.4% | +8.4% | -0.9% | +6.4% |
| 1Y | +4.9% | +8.8% | -3.9% | +3.6% |
| 3Y | +24.1% | -5.6% | +29.7% | +28.0% |
| 5Y | +13.4% | +3.0% | +10.4% | +9.1% |
| All | +13.4% | +1.6% | +11.8% | +9.1% |
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