+14,337.8%
DE vs SYY
+4,446.6%
+9,891.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.7% |
| 7D | +0.7% | -2.8% | +3.5% | +1.8% |
| 30D | +9.6% | -5.3% | +14.9% | +12.1% |
| 3M | +19.0% | +5.1% | +13.9% | +16.4% |
| 6M | +16.1% | -5.0% | +21.1% | +17.3% |
| YTD | +47.0% | +10.7% | +36.3% | +39.5% |
| 1Y | +43.1% | +0.7% | +42.5% | +40.8% |
| 3Y | +77.5% | +24.0% | +53.5% | +58.8% |
| 5Y | +96.4% | +19.3% | +77.1% | +77.1% |
| 10Y | +852.9% | +96.4% | +756.5% | +556.7% |
| All | +14,337.8% | +4,446.6% | +9,891.2% | +3,009.0% |
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