+387.3%
SYY vs VIG
+623.5%
-236.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -2.3% | -0.4% | -1.9% | -1.9% |
| 30D | -4.9% | -1.0% | -4.0% | -4.1% |
| 3M | +8.4% | +2.8% | +5.6% | +5.6% |
| 6M | -7.4% | +8.2% | -15.5% | -13.9% |
| YTD | +11.0% | +11.0% | 0.0% | +0.7% |
| 1Y | -0.2% | +16.1% | -16.4% | -13.3% |
| 3Y | +23.8% | +56.2% | -32.4% | -18.9% |
| 5Y | +18.1% | +63.0% | -44.8% | -25.6% |
| 10Y | +94.6% | +241.4% | -146.8% | -32.1% |
| All | +387.3% | +623.5% | -236.3% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling