+803.7%
B vs SYY
+4,458.5%
-3,654.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | +9.4% | -4.9% | +14.4% | +9.7% |
| 3M | +5.0% | +8.4% | -3.4% | +4.6% |
| 6M | -3.5% | -7.4% | +3.8% | -3.3% |
| YTD | +4.5% | +11.0% | -6.5% | +4.0% |
| 1Y | +67.8% | -0.2% | +68.0% | +67.6% |
| 3Y | +196.7% | +23.8% | +172.9% | +194.0% |
| 5Y | +151.9% | +18.1% | +133.8% | +149.8% |
| 10Y | +202.2% | +94.6% | +107.6% | +193.6% |
| All | +803.7% | +4,458.5% | -3,654.8% | +1,259.0% |
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