+3,212.3%
SYY vs ROP
+25,523.2%
-22,310.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.6% |
| 7D | -2.3% | -4.4% | +2.1% | -1.5% |
| 30D | -4.9% | +3.2% | -8.2% | -5.5% |
| 3M | +8.4% | +23.1% | -14.7% | +4.0% |
| 6M | -7.4% | +13.3% | -20.7% | -9.9% |
| YTD | +11.0% | -7.9% | +18.8% | +11.6% |
| 1Y | -0.2% | -22.1% | +21.8% | +3.5% |
| 3Y | +23.8% | -16.8% | +40.6% | +26.5% |
| 5Y | +18.1% | -13.5% | +31.7% | +19.5% |
| 10Y | +94.6% | +137.7% | -43.1% | +68.0% |
| All | +3,212.3% | +25,523.2% | -22,310.9% | +1,768.3% |
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