-36.8%
AA vs SYY
+7.8%
-44.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +2.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -1.3% | -2.2% | +1.0% | -1.3% |
| 3M | -23.9% | -8.0% | -15.9% | -24.8% |
| 6M | -36.8% | +7.5% | -44.3% | -32.9% |
| All | -36.8% | +7.8% | -44.6% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling