+218.3%
C vs SYY
+87.3%
+131.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -5.3% | -2.2% | -3.1% | -4.7% |
| 3M | -8.0% | -8.0% | 0.0% | -4.4% |
| 6M | -0.3% | +7.5% | -7.7% | -5.7% |
| YTD | +8.6% | +7.4% | +1.2% | +0.4% |
| 1Y | +25.8% | +4.9% | +20.9% | +17.8% |
| 3Y | +221.2% | +24.1% | +197.1% | +166.3% |
| 5Y | +113.6% | +13.4% | +100.2% | +82.7% |
| 10Y | +218.3% | +87.5% | +130.8% | +101.8% |
| All | +218.3% | +87.3% | +131.0% | +101.8% |
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