+19.4%
SYY vs VMC
+48.3%
-28.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.4% | +3.1% |
| 7D | -0.2% | -5.3% | +5.1% | +1.3% |
| 30D | -2.7% | -12.3% | +9.5% | +0.8% |
| 3M | +5.9% | -10.3% | +16.1% | +8.7% |
| 6M | -2.3% | -8.6% | +6.2% | -0.5% |
| YTD | +13.1% | -11.9% | +25.0% | +16.0% |
| 1Y | +3.8% | -13.9% | +17.7% | +7.0% |
| 3Y | +26.7% | +18.2% | +8.6% | +14.7% |
| 5Y | +19.4% | +47.7% | -28.3% | -2.3% |
| All | +19.4% | +48.3% | -28.8% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling