+2,451.8%
EXC vs SYY
+4,272.5%
-1,820.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | -1.9% | +1.3% | -3.3% | -2.3% |
| 30D | +7.8% | -3.5% | +11.3% | +8.7% |
| 3M | +1.9% | -9.3% | +11.2% | +4.5% |
| 6M | +3.4% | +5.9% | -2.5% | +1.4% |
| YTD | +7.6% | +6.5% | +1.1% | +4.4% |
| 1Y | +2.1% | +4.0% | -1.9% | -0.3% |
| 3Y | +29.6% | +23.0% | +6.6% | +19.7% |
| 5Y | +39.5% | +14.3% | +25.2% | +30.3% |
| 10Y | +200.2% | +85.8% | +114.4% | +131.5% |
| All | +2,451.8% | +4,272.5% | -1,820.7% | +900.5% |
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