+7,464.4%
EW vs SYY
+795.6%
+6,668.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +9.3% | +4.7% | +4.5% | +7.8% |
| 30D | +22.1% | -0.7% | +22.7% | +22.0% |
| 3M | +13.0% | -6.8% | +19.8% | +14.9% |
| 6M | +30.1% | +8.6% | +21.4% | +26.2% |
| YTD | +22.0% | +8.4% | +13.6% | +17.3% |
| 1Y | +23.7% | +7.1% | +16.6% | +19.4% |
| 3Y | +62.0% | +25.2% | +36.8% | +46.8% |
| 5Y | -12.4% | +13.0% | -25.4% | -18.4% |
| 10Y | +236.1% | +88.9% | +147.2% | +152.2% |
| All | +7,464.4% | +795.6% | +6,668.8% | +3,900.7% |
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 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