+7.5%
IR vs SYY
+26.6%
-19.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.8% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -15.0% | -2.7% | -12.3% | -14.3% |
| 3M | -0.4% | +5.9% | -6.3% | -2.4% |
| 6M | -15.0% | -2.3% | -12.7% | -15.0% |
| YTD | -7.1% | +13.1% | -20.1% | -11.6% |
| 1Y | -7.5% | +3.8% | -11.3% | -9.5% |
| All | +7.5% | +26.6% | -19.1% | -0.7% |
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