+3,168.2%
MAR vs SYY
+1,106.4%
+2,061.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +13.8% | -4.8% | +18.6% | +16.2% |
| 3M | +20.3% | -7.1% | +27.3% | +24.1% |
| 6M | +21.3% | +6.8% | +14.5% | +16.1% |
| YTD | +37.2% | +7.7% | +29.5% | +28.3% |
| 1Y | +48.4% | +5.7% | +42.8% | +40.2% |
| 3Y | +120.1% | +24.6% | +95.6% | +86.6% |
| 5Y | +182.1% | +15.6% | +166.4% | +149.1% |
| 10Y | +530.2% | +87.9% | +442.3% | +308.9% |
| All | +3,168.2% | +1,106.4% | +2,061.7% | +809.5% |
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