+86.4%
F vs SYY
+94.9%
-8.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.1% |
| 7D | +1.2% | -2.8% | +3.9% | +2.5% |
| 30D | +1.2% | -5.3% | +6.5% | +3.9% |
| 3M | -5.7% | +5.1% | -10.7% | -8.1% |
| 6M | +17.9% | -5.0% | +22.9% | +19.5% |
| YTD | +10.4% | +10.7% | -0.3% | +3.5% |
| 1Y | +25.3% | +0.7% | +24.7% | +22.9% |
| 3Y | +37.5% | +24.0% | +13.4% | +19.8% |
| 5Y | +46.5% | +19.3% | +27.2% | +31.3% |
| 10Y | +86.4% | +96.4% | -10.0% | +30.5% |
| All | +86.4% | +94.9% | -8.5% | +30.5% |
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