+386.0%
SYY vs VIG
+617.8%
-231.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.5% |
| 7D | -2.8% | -0.4% | -2.4% | -2.4% |
| 30D | -5.3% | -2.1% | -3.2% | -3.5% |
| 3M | +5.1% | +3.3% | +1.7% | +1.9% |
| 6M | -5.0% | +9.3% | -14.3% | -12.5% |
| YTD | +10.7% | +10.1% | +0.6% | +1.1% |
| 1Y | +0.7% | +14.7% | -14.0% | -11.5% |
| 3Y | +24.0% | +56.9% | -32.9% | -19.1% |
| 5Y | +19.3% | +62.9% | -43.6% | -24.9% |
| 10Y | +96.4% | +241.3% | -144.9% | -31.4% |
| All | +386.0% | +617.8% | -231.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling