+51.9%
DOW vs SYY
+8.7%
+43.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -2.9% |
| 7D | -4.2% | -6.3% | +2.2% | -4.5% |
| 30D | +14.7% | +0.7% | +14.0% | +15.3% |
| 3M | +9.1% | -6.4% | +15.5% | +8.6% |
| 6M | -17.7% | +7.6% | -25.3% | -16.7% |
| YTD | +44.6% | +7.4% | +37.2% | +41.5% |
| 1Y | +51.9% | +8.3% | +43.6% | +47.6% |
| All | +51.9% | +8.7% | +43.1% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling