+193.9%
SYY vs Z
+25.1%
+168.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -1.0% |
| 7D | -2.3% | -3.0% | +0.7% | -1.9% |
| 30D | -4.9% | -4.2% | -0.8% | -4.6% |
| 3M | +8.4% | -3.7% | +12.1% | +8.4% |
| 6M | -7.4% | -24.5% | +17.2% | -4.4% |
| YTD | +11.0% | -49.3% | +60.3% | +20.7% |
| 1Y | -0.2% | -58.7% | +58.4% | +11.5% |
| 3Y | +23.8% | -34.1% | +57.9% | +24.4% |
| 5Y | +18.1% | -64.5% | +82.7% | +24.8% |
| 10Y | +94.6% | -0.5% | +95.1% | +54.3% |
| All | +193.9% | +25.1% | +168.8% | +127.6% |
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