+4,136.2%
SYY vs VMC
+3,457.0%
+679.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | -4.8% | +15.5% | -20.2% | -8.7% |
| 3M | -7.1% | +0.6% | -7.6% | -7.4% |
| 6M | +6.8% | +2.1% | +4.7% | +5.5% |
| YTD | +7.7% | -1.6% | +9.2% | +7.0% |
| 1Y | +5.7% | -1.2% | +6.9% | +4.8% |
| 3Y | +24.6% | +35.3% | -10.8% | +10.8% |
| 5Y | +15.6% | +43.6% | -28.0% | -0.1% |
| 10Y | +87.9% | +126.7% | -38.8% | +38.8% |
| All | +4,136.2% | +3,457.0% | +679.1% | +1,144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling