+21.8%
DOW vs SYY
+6.6%
+15.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.0% |
| 7D | -1.4% | +3.9% | -5.3% | -1.2% |
| 30D | -3.9% | -1.7% | -2.2% | -4.0% |
| 3M | -12.7% | +5.2% | -17.9% | -12.4% |
| 6M | -13.7% | -0.2% | -13.5% | -11.5% |
| YTD | +28.4% | +15.4% | +13.0% | +24.0% |
| 1Y | +21.8% | +5.6% | +16.2% | +25.3% |
| All | +21.8% | +6.6% | +15.2% | +25.3% |
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