+753.6%
B vs SYY
+4,395.2%
-3,641.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +4.1% |
| 7D | +11.3% | -4.1% | +15.4% | +11.5% |
| 30D | +2.9% | +0.3% | +2.6% | +2.9% |
| 3M | -2.9% | -6.3% | +3.5% | -2.6% |
| 6M | -1.2% | +9.7% | -10.9% | -1.6% |
| YTD | -1.3% | +9.4% | -10.8% | -1.8% |
| 1Y | +30.4% | +7.3% | +23.1% | +29.9% |
| 3Y | +195.3% | +27.6% | +167.6% | +192.3% |
| 5Y | +146.2% | +12.5% | +133.7% | +144.4% |
| 10Y | +200.5% | +87.4% | +113.1% | +192.2% |
| All | +753.6% | +4,395.2% | -3,641.6% | +1,184.1% |
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