+3,113.0%
SYY vs ROP
+30,173.0%
-27,060.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -4.8% | +28.8% | -33.6% | -9.2% |
| 3M | -7.1% | +21.1% | -28.1% | -10.5% |
| 6M | +6.8% | +52.5% | -45.7% | -1.7% |
| YTD | +7.7% | +8.9% | -1.2% | +4.8% |
| 1Y | +5.7% | +8.2% | -2.6% | +3.0% |
| 3Y | +24.6% | -5.2% | +29.7% | +24.1% |
| 5Y | +15.6% | +1.7% | +13.9% | +13.4% |
| 10Y | +87.9% | +185.4% | -97.4% | +56.7% |
| All | +3,113.0% | +30,173.0% | -27,060.0% | +1,654.5% |
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