-34.4%
DOW vs SYY
+27.8%
-62.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -2.4% | +1.5% | -3.9% | -2.7% |
| 30D | -4.1% | -2.3% | -1.8% | -3.5% |
| 3M | -12.4% | +5.5% | -17.9% | -13.8% |
| 6M | -10.6% | -1.0% | -9.7% | -10.4% |
| YTD | +31.1% | +14.1% | +17.0% | +22.1% |
| 1Y | +30.5% | +5.6% | +25.0% | +26.6% |
| All | -34.4% | +27.8% | -62.1% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling