+124.0%
EW vs SYY
+114.2%
+9.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -3.4% | +1.5% | -4.9% | -3.8% |
| 30D | -7.4% | -2.3% | -5.0% | -6.7% |
| 3M | +0.9% | +5.5% | -4.6% | -0.8% |
| 6M | +1.2% | -1.0% | +2.1% | +0.7% |
| YTD | +1.8% | +14.1% | -12.3% | -3.5% |
| 1Y | +10.8% | +5.6% | +5.3% | +7.6% |
| 3Y | +17.1% | +27.9% | -10.7% | +5.1% |
| 5Y | -28.2% | +22.7% | -50.9% | -35.0% |
| All | +124.0% | +114.2% | +9.8% | +63.5% |
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 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