+148.3%
IBM vs SYY
+12.2%
+136.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +10.1% | -2.2% | +12.3% | +10.5% |
| 3M | +4.8% | -8.0% | +12.9% | +6.8% |
| 6M | +12.6% | +7.5% | +5.1% | +10.4% |
| YTD | -13.9% | +7.4% | -21.3% | -16.9% |
| 1Y | -18.7% | +4.9% | -23.6% | -21.0% |
| 3Y | +81.9% | +24.1% | +57.8% | +65.4% |
| 5Y | +148.3% | +13.4% | +134.9% | +133.8% |
| All | +148.3% | +12.2% | +136.1% | +133.8% |
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