+61.0%
EW vs SYY
+25.3%
+35.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +9.3% | +4.7% | +4.5% | +8.8% |
| 30D | +22.1% | -0.7% | +22.7% | +21.9% |
| 3M | +13.0% | -6.8% | +19.8% | +13.6% |
| 6M | +30.1% | +8.6% | +21.4% | +28.9% |
| YTD | +22.0% | +8.4% | +13.6% | +20.3% |
| 1Y | +23.7% | +7.1% | +16.6% | +22.2% |
| All | +61.0% | +25.3% | +35.7% | +56.1% |
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