+53.9%
F vs SYY
+18.7%
+35.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +2.2% |
| 7D | +5.3% | -2.3% | +7.6% | +6.7% |
| 30D | +4.6% | -4.9% | +9.5% | +7.5% |
| 3M | -3.7% | +8.4% | -12.0% | -8.4% |
| 6M | +16.8% | -7.4% | +24.2% | +20.6% |
| YTD | +15.3% | +11.0% | +4.3% | +5.9% |
| 1Y | +31.0% | -0.2% | +31.2% | +28.5% |
| 3Y | +45.4% | +23.8% | +21.7% | +19.2% |
| All | +53.9% | +18.7% | +35.3% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling