+688.8%
B vs SYY
+4,312.6%
-3,623.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -4.3% | -2.2% | -2.1% | -4.3% |
| 3M | -2.3% | -8.0% | +5.7% | -2.0% |
| 6M | -16.2% | +7.5% | -23.7% | -16.5% |
| YTD | -8.8% | +7.4% | -16.3% | -9.1% |
| 1Y | +11.4% | +4.9% | +6.5% | +11.1% |
| 3Y | +174.3% | +24.1% | +150.2% | +171.8% |
| 5Y | +116.2% | +13.4% | +102.8% | +114.6% |
| 10Y | +222.7% | +87.5% | +135.2% | +214.0% |
| All | +688.8% | +4,312.6% | -3,623.8% | +1,087.6% |
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 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