+43.3%
IR vs SYY
+18.1%
+25.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +0.6% | -2.8% | +3.4% | +1.9% |
| 30D | -13.6% | -5.3% | -8.3% | -11.5% |
| 3M | +3.7% | +5.1% | -1.4% | +1.3% |
| 6M | -13.1% | -5.0% | -8.1% | -11.8% |
| YTD | -5.1% | +10.7% | -15.8% | -10.7% |
| 1Y | -6.5% | +0.7% | -7.1% | -8.0% |
| 3Y | +8.5% | +24.0% | -15.5% | -5.8% |
| 5Y | +43.3% | +19.3% | +24.0% | +25.3% |
| All | +43.3% | +18.1% | +25.2% | +25.3% |
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