+113.8%
SYY vs VMC
+156.6%
-42.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +3.9% | -3.8% | +7.7% | +5.7% |
| 30D | -1.7% | -9.7% | +7.9% | +2.6% |
| 3M | +5.2% | -9.6% | +14.8% | +9.3% |
| 6M | -0.2% | -4.8% | +4.6% | +0.7% |
| YTD | +15.4% | -10.9% | +26.2% | +19.2% |
| 1Y | +5.6% | -15.6% | +21.2% | +11.6% |
| 3Y | +28.9% | +19.3% | +9.6% | +11.2% |
| 5Y | +24.1% | +48.0% | -23.9% | -7.3% |
| All | +113.8% | +156.6% | -42.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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