+291.3%
IR vs SYY
+85.6%
+205.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.8% |
| 7D | -2.8% | -2.3% | -0.5% | -1.8% |
| 30D | -15.1% | -4.9% | -10.2% | -13.2% |
| 3M | +6.1% | +8.4% | -2.3% | +2.2% |
| 6M | -16.8% | -7.4% | -9.5% | -14.6% |
| YTD | -3.5% | +11.0% | -14.5% | -9.1% |
| 1Y | -3.5% | -0.2% | -3.3% | -4.7% |
| 3Y | +9.5% | +23.8% | -14.3% | -3.5% |
| 5Y | +45.1% | +18.1% | +26.9% | +29.7% |
| All | +291.3% | +85.6% | +205.7% | +162.2% |
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