+336.0%
IR vs SYY
+80.0%
+256.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +9.2% | -4.8% | +13.9% | +10.9% |
| 3M | +0.9% | -7.1% | +8.0% | +3.4% |
| 6M | +19.2% | +6.8% | +12.4% | +14.5% |
| YTD | +7.5% | +7.7% | -0.2% | +1.9% |
| 1Y | +11.7% | +5.7% | +6.1% | +6.8% |
| 3Y | +23.9% | +24.6% | -0.6% | +8.1% |
| 5Y | +46.4% | +15.6% | +30.7% | +31.4% |
| All | +336.0% | +80.0% | +256.0% | +193.8% |
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