+52.7%
EFA vs SYY
+23.4%
+29.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -1.5% | +3.9% | -5.5% | -2.6% |
| 30D | -1.7% | -1.7% | +0.1% | -1.2% |
| 3M | +3.5% | +5.2% | -1.7% | +1.8% |
| 6M | +9.5% | -0.2% | +9.7% | +8.8% |
| YTD | +12.9% | +15.4% | -2.5% | +6.7% |
| 1Y | +18.2% | +5.6% | +12.6% | +14.9% |
| 3Y | +64.8% | +28.9% | +36.0% | +47.0% |
| All | +52.7% | +23.4% | +29.3% | +36.7% |
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