+926.7%
SYY vs SBAC
+2,208.1%
-1,281.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -2.3% | -0.8% | -1.5% | -2.3% |
| 30D | -4.9% | +6.9% | -11.9% | -5.4% |
| 3M | +8.4% | -8.2% | +16.6% | +8.9% |
| 6M | -7.4% | -1.6% | -5.7% | -7.5% |
| YTD | +11.0% | -0.1% | +11.1% | +10.7% |
| 1Y | -0.2% | -0.5% | +0.2% | -0.5% |
| 3Y | +23.8% | -9.1% | +32.8% | +23.8% |
| 5Y | +18.1% | -43.8% | +61.9% | +21.2% |
| 10Y | +94.6% | +80.5% | +14.1% | +87.5% |
| All | +926.7% | +2,208.1% | -1,281.5% | +775.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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