+214.8%
B vs SYY
+88.7%
+126.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -7.3% | +0.3% | -7.6% | -7.3% |
| 30D | -3.3% | -4.8% | +1.4% | -3.0% |
| 3M | -7.8% | -7.1% | -0.7% | -7.3% |
| 6M | -15.5% | +6.8% | -22.3% | -16.1% |
| YTD | -12.3% | +7.7% | -19.9% | -12.9% |
| 1Y | +5.4% | +5.7% | -0.3% | +4.8% |
| 3Y | +165.5% | +24.6% | +141.0% | +160.9% |
| 5Y | +107.0% | +15.6% | +91.4% | +104.2% |
| All | +214.8% | +88.7% | +126.1% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling