+2,739.7%
MSCI vs SYY
+313.4%
+2,426.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.1% | +0.1% |
| 7D | +1.5% | -4.1% | +5.6% | +2.9% |
| 30D | +14.4% | +0.3% | +14.1% | +13.9% |
| 3M | +15.2% | -6.3% | +21.5% | +17.7% |
| 6M | +11.2% | +9.7% | +1.5% | +6.4% |
| YTD | +13.9% | +9.4% | +4.5% | +7.1% |
| 1Y | +12.5% | +7.3% | +5.2% | +6.7% |
| 3Y | +32.3% | +27.6% | +4.6% | +15.3% |
| 5Y | +4.9% | +12.5% | -7.7% | -4.0% |
| 10Y | +779.7% | +87.4% | +692.3% | +454.0% |
| All | +2,739.7% | +313.4% | +2,426.4% | +948.4% |
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