+13.4%
SYY vs Z
-54.5%
+67.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | 0.0% | -13.1% | +13.1% | +1.4% |
| 30D | -2.2% | +5.9% | -8.1% | -2.9% |
| 3M | -8.0% | -13.7% | +5.6% | -7.0% |
| 6M | +7.5% | -27.1% | +34.6% | +10.3% |
| YTD | +7.4% | -56.8% | +64.2% | +16.0% |
| 1Y | +4.9% | -60.2% | +65.1% | +14.2% |
| 3Y | +24.1% | -19.7% | +43.8% | +19.1% |
| 5Y | +13.4% | -53.7% | +67.1% | +12.1% |
| All | +13.4% | -54.5% | +67.8% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling