+407.0%
SYY vs VNQ
+382.8%
+24.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +1.5% | -2.6% | +4.1% | +2.7% |
| 30D | -2.3% | -2.3% | 0.0% | -1.4% |
| 3M | +5.5% | -2.8% | +8.3% | +6.7% |
| 6M | -1.0% | +2.5% | -3.5% | -2.1% |
| YTD | +14.1% | +8.4% | +5.7% | +10.1% |
| 1Y | +5.6% | +6.8% | -1.2% | +2.5% |
| 3Y | +27.9% | +29.9% | -2.0% | +13.5% |
| 5Y | +22.7% | +7.2% | +15.5% | +17.5% |
| 10Y | +113.9% | +62.5% | +51.4% | +78.7% |
| All | +407.0% | +382.8% | +24.2% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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