+998.2%
C vs SYY
+4,308.1%
-3,309.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.7% |
| 7D | -2.4% | -7.3% | +4.9% | +1.3% |
| 30D | -6.0% | +0.1% | -6.1% | -6.5% |
| 3M | -10.5% | -8.2% | -2.3% | -7.0% |
| 6M | -5.7% | +6.3% | -12.0% | -10.0% |
| YTD | +4.1% | +7.3% | -3.2% | -3.1% |
| 1Y | +20.5% | +8.5% | +12.0% | +11.2% |
| 3Y | +208.1% | +24.9% | +183.2% | +159.0% |
| 5Y | +110.4% | +8.0% | +102.4% | +88.1% |
| 10Y | +234.6% | +107.2% | +127.4% | +97.7% |
| All | +998.2% | +4,308.1% | -3,309.8% | +87.6% |
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