+117.0%
AA vs SYY
+116.5%
+0.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | -3.4% | +3.9% | -7.4% | -5.5% |
| 30D | -5.8% | -1.7% | -4.0% | -5.0% |
| 3M | -29.9% | +5.2% | -35.1% | -32.2% |
| 6M | -27.0% | -0.2% | -26.8% | -28.7% |
| YTD | -8.7% | +15.4% | -24.1% | -18.9% |
| 1Y | +50.6% | +5.6% | +45.0% | +40.3% |
| 3Y | +74.1% | +28.9% | +45.2% | +40.5% |
| 5Y | +2.6% | +24.1% | -21.5% | -15.7% |
| All | +117.0% | +116.5% | +0.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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