+160.8%
EXC vs SYY
+102.5%
+58.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.3% |
| 7D | +0.3% | -0.2% | +0.6% | +0.4% |
| 30D | -0.9% | -2.7% | +1.9% | 0.0% |
| 3M | -2.7% | +5.9% | -8.6% | -4.5% |
| 6M | -9.4% | -2.3% | -7.1% | -9.4% |
| YTD | +3.0% | +13.1% | -10.1% | -2.2% |
| 1Y | +5.1% | +3.8% | +1.4% | +2.6% |
| 3Y | +20.6% | +26.7% | -6.1% | +8.9% |
| 5Y | +45.7% | +19.4% | +26.3% | +32.5% |
| 10Y | +160.8% | +112.0% | +48.8% | +90.2% |
| All | +160.8% | +102.5% | +58.4% | +90.2% |
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