+120.6%
IBM vs SYY
+22.4%
+98.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.8% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +1.5% | -2.7% | +4.3% | +2.3% |
| 3M | -12.9% | +5.9% | -18.8% | -14.1% |
| 6M | -3.9% | -2.3% | -1.6% | -3.7% |
| YTD | -17.3% | +13.1% | -30.4% | -21.2% |
| 1Y | -5.0% | +3.8% | -8.7% | -7.0% |
| 3Y | +78.2% | +26.7% | +51.5% | +61.5% |
| 5Y | +120.6% | +19.4% | +101.2% | +104.1% |
| All | +120.6% | +22.4% | +98.2% | +104.1% |
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