+86.7%
SYY vs TAP
-46.0%
+132.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -0.1% |
| 7D | +0.3% | +1.3% | -1.0% | -0.2% |
| 30D | -4.8% | +5.7% | -10.5% | -7.0% |
| 3M | -7.1% | -1.9% | -5.2% | -6.8% |
| 6M | +6.8% | +0.9% | +5.9% | +5.4% |
| YTD | +7.7% | -9.5% | +17.2% | +10.2% |
| 1Y | +5.7% | -9.0% | +14.6% | +7.8% |
| 3Y | +24.6% | -22.2% | +46.8% | +33.1% |
| 5Y | +15.6% | +1.2% | +14.4% | +7.7% |
| All | +86.7% | -46.0% | +132.7% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling