+153.7%
ALL vs SYY
+25.4%
+128.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -1.7% | -2.8% | +1.1% | -1.0% |
| 30D | -4.7% | -5.3% | +0.6% | -3.4% |
| 3M | +18.4% | +5.1% | +13.3% | +17.0% |
| 6M | +20.5% | -5.0% | +25.5% | +21.8% |
| YTD | +23.5% | +10.7% | +12.8% | +17.6% |
| 1Y | +29.0% | +0.7% | +28.3% | +27.5% |
| 3Y | +153.7% | +24.0% | +129.7% | +122.5% |
| All | +153.7% | +25.4% | +128.3% | +122.5% |
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