+113.8%
SYY vs RUN
+42.2%
+71.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +3.9% | -3.7% | +7.7% | +4.2% |
| 30D | -1.7% | -13.0% | +11.3% | -0.8% |
| 3M | +5.2% | -31.8% | +37.0% | +7.9% |
| 6M | -0.2% | -32.2% | +32.0% | +2.0% |
| YTD | +15.4% | -53.5% | +68.8% | +20.2% |
| 1Y | +5.6% | -46.5% | +52.1% | +7.7% |
| 3Y | +28.9% | -37.6% | +66.5% | +15.0% |
| 5Y | +24.1% | -80.9% | +104.9% | +19.6% |
| All | +113.8% | +42.2% | +71.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling