+2,145.4%
SYY vs SPG
+5,922.7%
-3,777.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.3% | +2.0% | -1.7% | -0.3% |
| 30D | -4.8% | +17.2% | -22.0% | -9.4% |
| 3M | -7.1% | +6.3% | -13.4% | -8.9% |
| 6M | +6.8% | +18.7% | -11.9% | +1.1% |
| YTD | +7.7% | +30.1% | -22.4% | -1.3% |
| 1Y | +5.7% | +32.8% | -27.1% | -3.8% |
| 3Y | +24.6% | +133.6% | -109.0% | -6.5% |
| 5Y | +15.6% | +84.4% | -68.8% | -7.6% |
| 10Y | +87.9% | +114.3% | -26.4% | +28.9% |
| All | +2,145.4% | +5,922.7% | -3,777.3% | +841.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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