-7.5%
MSCI vs SYY
+18.7%
-26.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +0.4% | -2.3% | +2.7% | +1.3% |
| 30D | +0.6% | -4.9% | +5.5% | +2.5% |
| 3M | -7.1% | +8.4% | -15.5% | -10.1% |
| 6M | +0.8% | -7.4% | +8.2% | +3.1% |
| YTD | +1.0% | +11.0% | -10.0% | -5.9% |
| 1Y | +4.3% | -0.2% | +4.5% | +2.3% |
| 3Y | +9.9% | +23.8% | -13.8% | -5.8% |
| All | -7.5% | +18.7% | -26.1% | -18.3% |
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