+19.4%
SYY vs Z
-65.8%
+85.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.2% |
| 7D | -0.2% | -7.1% | +6.8% | +0.4% |
| 30D | -2.7% | -4.8% | +2.0% | -2.4% |
| 3M | +5.9% | -9.3% | +15.2% | +6.5% |
| 6M | -2.3% | -29.0% | +26.6% | +0.3% |
| YTD | +13.1% | -52.9% | +66.0% | +20.6% |
| 1Y | +3.8% | -63.1% | +66.9% | +13.4% |
| 3Y | +26.7% | -36.9% | +63.6% | +27.1% |
| 5Y | +19.4% | -65.5% | +84.9% | +16.7% |
| All | +19.4% | -65.8% | +85.2% | +16.7% |
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