+3,716.0%
ALL vs SYY
+2,523.1%
+1,192.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -0.8% |
| 7D | 0.0% | -2.3% | +2.3% | +1.0% |
| 30D | -1.5% | -4.9% | +3.5% | +0.5% |
| 3M | +23.6% | +8.4% | +15.2% | +19.6% |
| 6M | +22.3% | -7.4% | +29.7% | +24.8% |
| YTD | +26.5% | +11.0% | +15.5% | +19.0% |
| 1Y | +27.0% | -0.2% | +27.2% | +24.8% |
| 3Y | +149.6% | +23.8% | +125.8% | +121.9% |
| 5Y | +118.1% | +18.1% | +99.9% | +94.5% |
| 10Y | +369.0% | +94.6% | +274.4% | +207.6% |
| All | +3,716.0% | +2,523.1% | +1,192.8% | +900.1% |
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