+2,413.6%
IBM vs SYY
+4,458.5%
-2,044.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.4% |
| 7D | -0.3% | -2.3% | +2.0% | +0.4% |
| 30D | +0.3% | -4.9% | +5.2% | +1.7% |
| 3M | -21.6% | +8.4% | -30.0% | -23.4% |
| 6M | -4.7% | -7.4% | +2.7% | -3.2% |
| YTD | -19.1% | +11.0% | -30.1% | -22.4% |
| 1Y | -2.5% | -0.2% | -2.3% | -3.7% |
| 3Y | +74.2% | +23.8% | +50.4% | +60.2% |
| 5Y | +113.1% | +18.1% | +95.0% | +96.6% |
| 10Y | +133.5% | +94.6% | +38.9% | +76.9% |
| All | +2,413.6% | +4,458.5% | -2,044.9% | +700.8% |
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 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