+445.8%
SYY vs VRSK
+585.1%
-139.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | +1.5% | -7.7% | +9.3% | +4.1% |
| 30D | -2.3% | -2.8% | +0.5% | -1.6% |
| 3M | +5.5% | -3.7% | +9.2% | +6.1% |
| 6M | -1.0% | -12.8% | +11.8% | +2.2% |
| YTD | +14.1% | -21.0% | +35.1% | +21.1% |
| 1Y | +5.6% | -32.5% | +38.0% | +18.3% |
| 3Y | +27.9% | -26.5% | +54.4% | +37.1% |
| 5Y | +22.7% | -11.5% | +34.2% | +20.7% |
| 10Y | +113.9% | +125.7% | -11.8% | +59.7% |
| All | +445.8% | +585.1% | -139.3% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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