+294.7%
C vs SYY
+102.5%
+192.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.4% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +1.9% | -2.7% | +4.7% | +3.4% |
| 3M | +2.8% | +5.9% | -3.1% | -0.9% |
| 6M | +30.6% | -2.3% | +32.9% | +29.9% |
| YTD | +19.9% | +13.1% | +6.8% | +8.5% |
| 1Y | +44.6% | +3.8% | +40.8% | +37.3% |
| 3Y | +272.1% | +26.7% | +245.4% | +208.0% |
| 5Y | +132.0% | +19.4% | +112.6% | +94.0% |
| 10Y | +294.7% | +112.0% | +182.7% | +139.0% |
| All | +294.7% | +102.5% | +192.2% | +139.0% |
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 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