+111.5%
SYY vs Z
-6.2%
+117.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.3% |
| 7D | +1.5% | -11.6% | +13.1% | +3.3% |
| 30D | -2.3% | -8.5% | +6.2% | -1.3% |
| 3M | +5.5% | -7.9% | +13.4% | +6.2% |
| 6M | -1.0% | -29.1% | +28.1% | +3.3% |
| YTD | +14.1% | -54.2% | +68.3% | +26.6% |
| 1Y | +5.6% | -63.5% | +69.1% | +21.1% |
| 3Y | +27.9% | -38.6% | +66.5% | +29.5% |
| 5Y | +22.7% | -66.0% | +88.7% | +30.8% |
| All | +111.5% | -6.2% | +117.7% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling