+46.0%
F vs SYY
+24.4%
+21.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | 0.0% | -4.8% | +4.8% | +1.6% |
| 3M | -13.2% | -7.1% | -6.2% | -11.2% |
| 6M | -10.2% | +6.8% | -17.0% | -12.9% |
| YTD | -4.9% | +7.7% | -12.6% | -9.0% |
| 1Y | -6.1% | +5.7% | -11.8% | -9.5% |
| 3Y | +46.0% | +24.6% | +21.4% | +24.0% |
| All | +46.0% | +24.4% | +21.5% | +24.0% |
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