+189.9%
SYY vs RUN
-31.9%
+221.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -2.3% | +1.3% | -3.6% | -2.4% |
| 30D | -4.9% | -15.3% | +10.3% | -3.9% |
| 3M | +8.4% | -40.0% | +48.4% | +12.0% |
| 6M | -7.4% | -27.0% | +19.6% | -6.0% |
| YTD | +11.0% | -51.7% | +62.7% | +14.9% |
| 1Y | -0.2% | -45.9% | +45.7% | +1.5% |
| 3Y | +23.8% | -43.8% | +67.5% | +13.6% |
| 5Y | +18.1% | -80.5% | +98.6% | +14.1% |
| 10Y | +94.6% | +45.3% | +49.3% | +41.7% |
| All | +189.9% | -31.9% | +221.9% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling