+4,255.7%
SYY vs VMC
+3,191.4%
+1,064.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.2% |
| 7D | -2.8% | -0.5% | -2.2% | -2.6% |
| 30D | -5.3% | -9.1% | +3.8% | -2.7% |
| 3M | +5.1% | -4.1% | +9.2% | +6.0% |
| 6M | -5.0% | -5.5% | +0.5% | -4.1% |
| YTD | +10.7% | -8.9% | +19.6% | +12.6% |
| 1Y | +0.7% | -12.9% | +13.6% | +3.6% |
| 3Y | +24.0% | +22.1% | +1.9% | +13.7% |
| 5Y | +19.3% | +52.7% | -33.4% | +1.0% |
| 10Y | +96.4% | +152.7% | -56.3% | +42.0% |
| All | +4,255.7% | +3,191.4% | +1,064.2% | +1,210.8% |
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