+90.5%
AA vs SYY
+25.4%
+65.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.7% | -2.8% | +4.4% | +2.1% |
| 30D | +3.3% | -5.3% | +8.6% | +4.1% |
| 3M | -29.4% | +5.1% | -34.5% | -30.0% |
| 6M | -12.8% | -5.0% | -7.8% | -12.1% |
| YTD | -2.1% | +10.7% | -12.8% | -6.6% |
| 1Y | +62.8% | +0.7% | +62.1% | +60.9% |
| 3Y | +90.5% | +24.0% | +66.4% | +59.5% |
| All | +90.5% | +25.4% | +65.1% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling