+2,574.6%
IBM vs SYY
+4,312.6%
-1,738.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +10.1% | -2.2% | +12.3% | +10.6% |
| 3M | +4.8% | -8.0% | +12.9% | +7.1% |
| 6M | +12.6% | +7.5% | +5.1% | +9.9% |
| 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% | +66.8% |
| 5Y | +148.3% | +13.4% | +134.9% | +131.3% |
| 10Y | +143.6% | +87.5% | +56.1% | +86.4% |
| All | +2,574.6% | +4,312.6% | -1,738.0% | +757.9% |
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