+119.1%
ALL vs SYY
+24.4%
+94.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +13.3% | -4.8% | +18.1% | +14.5% |
| 3M | +3.2% | -7.1% | +10.2% | +4.8% |
| 6M | +25.3% | +6.8% | +18.5% | +23.3% |
| YTD | +30.5% | +7.7% | +22.8% | +24.9% |
| 1Y | +29.2% | +5.7% | +23.5% | +24.7% |
| 3Y | +119.1% | +24.6% | +94.6% | +103.2% |
| All | +119.1% | +24.4% | +94.7% | +103.2% |
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