+6.0%
LOW vs SYY
+20.0%
-14.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -2.6% | +1.5% | -4.1% | -3.3% |
| 30D | -11.1% | -2.3% | -8.8% | -10.3% |
| 3M | -8.5% | +5.5% | -14.0% | -10.6% |
| 6M | -20.8% | -1.0% | -19.9% | -21.2% |
| YTD | -17.2% | +14.1% | -31.3% | -23.1% |
| 1Y | -24.7% | +5.6% | -30.3% | -27.5% |
| 3Y | -9.7% | +27.9% | -37.6% | -21.5% |
| 5Y | +6.0% | +22.7% | -16.7% | -6.3% |
| All | +6.0% | +20.0% | -14.0% | -6.3% |
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