+2,214.9%
SYY vs SPG
+5,256.9%
-3,042.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -4.9% | -6.8% | +1.9% | -2.8% |
| 3M | +8.4% | +2.7% | +5.7% | +7.4% |
| 6M | -7.4% | +5.5% | -12.8% | -9.1% |
| YTD | +11.0% | +15.7% | -4.7% | +5.6% |
| 1Y | -0.2% | +20.9% | -21.1% | -6.4% |
| 3Y | +23.8% | +112.4% | -88.6% | -4.3% |
| 5Y | +18.1% | +101.4% | -83.2% | -8.2% |
| 10Y | +94.6% | +60.6% | +34.0% | +43.5% |
| All | +2,214.9% | +5,256.9% | -3,042.1% | +907.6% |
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