+615.0%
F vs SYY
+4,458.5%
-3,843.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +2.0% |
| 7D | +5.3% | -2.3% | +7.6% | +6.4% |
| 30D | +4.6% | -4.9% | +9.5% | +6.9% |
| 3M | -3.7% | +8.4% | -12.0% | -7.3% |
| 6M | +16.8% | -7.4% | +24.2% | +19.6% |
| YTD | +15.3% | +11.0% | +4.3% | +8.7% |
| 1Y | +31.0% | -0.2% | +31.2% | +29.3% |
| 3Y | +45.4% | +23.8% | +21.7% | +29.0% |
| 5Y | +54.7% | +18.1% | +36.5% | +40.9% |
| 10Y | +98.2% | +94.6% | +3.6% | +36.0% |
| All | +615.0% | +4,458.5% | -3,843.5% | +67.4% |
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 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