+5.6%
SYY vs SFM
-46.9%
+52.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.0% |
| 7D | +1.5% | -8.8% | +10.3% | +1.9% |
| 30D | -2.3% | -14.5% | +12.1% | -1.7% |
| 3M | +5.5% | -16.8% | +22.3% | +6.2% |
| 6M | -1.0% | -5.3% | +4.4% | -0.7% |
| YTD | +14.1% | -9.4% | +23.5% | +14.6% |
| 1Y | +5.6% | -46.2% | +51.7% | +9.0% |
| All | +5.6% | -46.9% | +52.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling