+187.0%
SYY vs Z
+4.8%
+182.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.6% | -0.2% |
| 7D | +4.7% | -6.5% | +11.2% | +5.6% |
| 30D | -0.7% | -0.1% | -0.5% | -0.8% |
| 3M | -6.8% | -14.1% | +7.4% | -5.3% |
| 6M | +8.6% | -30.1% | +38.7% | +13.2% |
| YTD | +8.4% | -57.5% | +65.9% | +20.4% |
| 1Y | +7.1% | -60.3% | +67.4% | +20.0% |
| 3Y | +25.2% | -21.0% | +46.2% | +21.4% |
| 5Y | +13.0% | -54.9% | +67.9% | +14.9% |
| 10Y | +88.9% | -16.0% | +104.9% | +53.0% |
| All | +187.0% | +4.8% | +182.2% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling