+114.1%
DT vs SYY
+46.4%
+67.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.6% | +3.9% | -5.5% | -2.7% |
| 30D | +3.0% | -1.7% | +4.8% | +3.5% |
| 3M | +26.5% | +5.2% | +21.3% | +24.5% |
| 6M | +35.9% | -0.2% | +36.1% | +34.7% |
| YTD | +17.8% | +15.4% | +2.5% | +10.5% |
| 1Y | +4.1% | +5.6% | -1.5% | +0.4% |
| 3Y | +5.3% | +28.9% | -23.6% | -6.5% |
| 5Y | -27.2% | +24.1% | -51.2% | -34.5% |
| All | +114.1% | +46.4% | +67.7% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling