+361.3%
ALL vs SYY
+112.2%
+249.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.7% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -5.6% | -2.7% | -2.8% | -4.7% |
| 3M | +17.2% | +5.9% | +11.4% | +14.9% |
| 6M | +23.2% | -2.3% | +25.6% | +23.2% |
| YTD | +23.6% | +13.1% | +10.5% | +16.3% |
| 1Y | +29.2% | +3.8% | +25.4% | +25.5% |
| 3Y | +153.8% | +26.7% | +127.1% | +126.9% |
| 5Y | +116.1% | +19.4% | +96.7% | +94.9% |
| All | +361.3% | +112.2% | +249.1% | +245.8% |
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