+77.4%
IBM vs SYY
+26.6%
+50.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +3.0% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +1.5% | -2.7% | +4.3% | +2.1% |
| 3M | -12.9% | +5.9% | -18.8% | -13.7% |
| 6M | -3.9% | -2.3% | -1.6% | -3.5% |
| YTD | -17.3% | +13.1% | -30.4% | -20.5% |
| 1Y | -5.0% | +3.8% | -8.7% | -6.3% |
| All | +77.4% | +26.6% | +50.8% | +64.0% |
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