+611.5%
MSCI vs SYY
+114.2%
+497.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -4.7% | +1.5% | -6.2% | -5.2% |
| 30D | -2.2% | -2.3% | +0.2% | -1.5% |
| 3M | -9.7% | +5.5% | -15.2% | -11.3% |
| 6M | +0.3% | -1.0% | +1.2% | -0.3% |
| YTD | -3.5% | +14.1% | -17.6% | -9.0% |
| 1Y | -1.4% | +5.6% | -6.9% | -4.6% |
| 3Y | +6.6% | +27.9% | -21.3% | -4.1% |
| 5Y | -10.9% | +22.7% | -33.6% | -18.6% |
| All | +611.5% | +114.2% | +497.3% | +422.3% |
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