+19.4%
SYY vs SFM
+217.9%
-198.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.6% |
| 7D | -0.2% | -7.2% | +6.9% | +0.6% |
| 30D | -2.7% | -14.3% | +11.6% | -1.1% |
| 3M | +5.9% | -13.7% | +19.6% | +7.4% |
| 6M | -2.3% | -6.0% | +3.7% | -2.2% |
| YTD | +13.1% | -8.2% | +21.3% | +13.4% |
| 1Y | +3.8% | -46.2% | +50.0% | +11.3% |
| 3Y | +26.7% | +83.6% | -56.8% | +7.0% |
| 5Y | +19.4% | +212.7% | -193.3% | -10.9% |
| All | +19.4% | +217.9% | -198.4% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling