+162.4%
ALL vs SYY
+15.0%
+147.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | 0.0% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +13.3% | -4.8% | +18.1% | +14.9% |
| 3M | +3.2% | -7.1% | +10.2% | +5.3% |
| 6M | +25.3% | +6.8% | +18.5% | +22.3% |
| YTD | +30.5% | +7.7% | +22.8% | +24.1% |
| 1Y | +29.2% | +5.7% | +23.5% | +23.9% |
| 3Y | +119.1% | +24.6% | +94.6% | +93.8% |
| All | +162.4% | +15.0% | +147.4% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling