+387.6%
EFA vs SYY
+454.0%
-66.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.0% |
| 7D | -0.5% | -0.2% | -0.2% | -0.4% |
| 30D | -1.3% | -2.7% | +1.4% | -0.3% |
| 3M | +5.2% | +5.9% | -0.7% | +2.6% |
| 6M | +9.4% | -2.3% | +11.7% | +9.2% |
| YTD | +12.7% | +13.1% | -0.4% | +5.8% |
| 1Y | +19.3% | +3.8% | +15.5% | +15.6% |
| 3Y | +66.3% | +26.7% | +39.6% | +46.7% |
| 5Y | +53.4% | +19.4% | +33.9% | +36.4% |
| 10Y | +144.4% | +112.0% | +32.5% | +49.7% |
| All | +387.6% | +454.0% | -66.5% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling