+433.8%
MAR vs SYY
+116.5%
+317.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -0.5% | +3.9% | -4.5% | -2.7% |
| 30D | -5.4% | -1.7% | -3.7% | -4.5% |
| 3M | -15.5% | +5.2% | -20.7% | -18.0% |
| 6M | +3.0% | -0.2% | +3.2% | +1.6% |
| YTD | +8.5% | +15.4% | -6.8% | -2.3% |
| 1Y | +26.0% | +5.6% | +20.4% | +19.3% |
| 3Y | +68.6% | +28.9% | +39.7% | +38.7% |
| 5Y | +157.4% | +24.1% | +133.3% | +116.5% |
| All | +433.8% | +116.5% | +317.3% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling