+3,820.6%
ALL vs SYY
+2,416.1%
+1,404.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.6% |
| 30D | +12.8% | -3.5% | +16.3% | +14.1% |
| 3M | +4.7% | -9.3% | +14.0% | +8.4% |
| 6M | +24.9% | +5.9% | +19.0% | +21.4% |
| YTD | +30.0% | +6.5% | +23.5% | +23.9% |
| 1Y | +29.9% | +4.0% | +25.9% | +25.0% |
| 3Y | +117.5% | +23.0% | +94.6% | +93.2% |
| 5Y | +161.7% | +14.3% | +147.3% | +136.1% |
| 10Y | +377.1% | +85.8% | +291.2% | +218.8% |
| All | +3,820.6% | +2,416.1% | +1,404.5% | +940.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling