+3,106.3%
SYY vs ROP
+30,029.2%
-26,922.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | -2.2% | +30.1% | -32.3% | -7.0% |
| 3M | -8.0% | +19.9% | -27.9% | -11.2% |
| 6M | +7.5% | +46.0% | -38.5% | -0.3% |
| YTD | +7.4% | +8.4% | -0.9% | +4.7% |
| 1Y | +4.9% | +8.8% | -3.9% | +2.1% |
| 3Y | +24.1% | -5.6% | +29.7% | +23.7% |
| 5Y | +13.4% | +3.0% | +10.4% | +10.9% |
| 10Y | +87.5% | +184.0% | -96.5% | +56.5% |
| All | +3,106.3% | +30,029.2% | -26,922.9% | +1,652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling