-27.5%
DOW vs SYY
+15.0%
-42.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +13.2% | -4.8% | +18.0% | +14.7% |
| 3M | +10.1% | -7.1% | +17.2% | +12.2% |
| 6M | -13.1% | +6.8% | -19.9% | -15.9% |
| YTD | +46.1% | +7.7% | +38.5% | +37.4% |
| 1Y | +50.0% | +5.7% | +44.3% | +42.3% |
| 3Y | -20.2% | +24.6% | -44.8% | -30.4% |
| All | -27.5% | +15.0% | -42.6% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling