+508.4%
F vs SYY
+4,308.0%
-3,799.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.7% |
| 7D | +1.6% | -7.3% | +8.8% | +4.7% |
| 30D | +2.6% | +0.1% | +2.5% | +2.3% |
| 3M | -8.8% | -8.2% | -0.6% | -5.7% |
| 6M | +4.6% | +6.3% | -1.6% | +1.2% |
| YTD | -1.9% | +7.3% | -9.2% | -6.5% |
| 1Y | -0.8% | +8.5% | -9.2% | -5.9% |
| 3Y | +43.5% | +24.9% | +18.5% | +26.3% |
| 5Y | -12.1% | +8.0% | -20.1% | -17.0% |
| 10Y | +83.6% | +107.2% | -23.6% | +22.5% |
| All | +508.4% | +4,308.0% | -3,799.7% | +44.0% |
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 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