+1,913.6%
SYY vs VTR
+1,484.0%
+429.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | -2.7% | -2.8% | +0.1% | -2.2% |
| 3M | +5.9% | +9.0% | -3.1% | +3.7% |
| 6M | -2.3% | +5.0% | -7.3% | -3.6% |
| YTD | +13.1% | +16.9% | -3.8% | +8.9% |
| 1Y | +3.8% | +34.3% | -30.5% | -3.2% |
| 3Y | +26.7% | +131.6% | -104.8% | +4.2% |
| 5Y | +19.4% | +88.0% | -68.6% | +1.5% |
| 10Y | +112.0% | +97.8% | +14.2% | +69.0% |
| All | +1,913.6% | +1,484.0% | +429.6% | +1,327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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