+113.8%
SYY vs VIG
+250.0%
-136.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.3% |
| 7D | +3.9% | -1.1% | +5.0% | +5.1% |
| 30D | -1.7% | -2.7% | +1.0% | +1.2% |
| 3M | +5.2% | +2.5% | +2.6% | +2.2% |
| 6M | -0.2% | +9.2% | -9.4% | -9.5% |
| YTD | +15.4% | +9.8% | +5.5% | +3.9% |
| 1Y | +5.6% | +12.4% | -6.8% | -7.4% |
| 3Y | +28.9% | +55.9% | -27.0% | -22.8% |
| 5Y | +24.1% | +63.9% | -39.9% | -30.4% |
| All | +113.8% | +250.0% | -136.2% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling