+4,165.3%
SYY vs TAP
+813.1%
+3,352.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +4.7% | -4.5% | +9.3% | +5.8% |
| 30D | -0.7% | +7.5% | -8.1% | -2.3% |
| 3M | -6.8% | -4.9% | -1.9% | -6.0% |
| 6M | +8.6% | -3.5% | +12.1% | +9.0% |
| YTD | +8.4% | -11.4% | +19.8% | +10.5% |
| 1Y | +7.1% | -10.8% | +17.9% | +8.9% |
| 3Y | +25.2% | -24.5% | +49.7% | +31.2% |
| 5Y | +13.0% | +2.5% | +10.5% | +10.1% |
| 10Y | +88.9% | -47.6% | +136.5% | +102.5% |
| All | +4,165.3% | +813.1% | +3,352.1% | +2,768.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling