+4,267.1%
SYY vs UL
+2,661.1%
+1,606.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -2.3% | -1.3% | -1.0% | -1.8% |
| 30D | -4.9% | +0.5% | -5.4% | -5.1% |
| 3M | +8.4% | +17.6% | -9.2% | +1.9% |
| 6M | -7.4% | -5.4% | -2.0% | -6.0% |
| YTD | +11.0% | +0.7% | +10.3% | +9.9% |
| 1Y | -0.2% | -9.3% | +9.0% | +2.5% |
| 3Y | +23.8% | +24.5% | -0.8% | +12.8% |
| 5Y | +18.1% | +23.2% | -5.1% | +6.6% |
| 10Y | +94.6% | +64.5% | +30.1% | +57.6% |
| All | +4,267.1% | +2,661.1% | +1,606.1% | +1,044.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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