+64.8%
EFA vs SYY
+29.1%
+35.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.5% | +3.9% | -5.5% | -2.3% |
| 30D | -1.7% | -1.7% | +0.1% | -1.3% |
| 3M | +3.5% | +5.2% | -1.7% | +2.3% |
| 6M | +9.5% | -0.2% | +9.7% | +9.0% |
| YTD | +12.9% | +15.4% | -2.5% | +8.5% |
| 1Y | +18.2% | +5.6% | +12.6% | +16.0% |
| 3Y | +64.8% | +28.9% | +36.0% | +51.5% |
| All | +64.8% | +29.1% | +35.7% | +51.5% |
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