+72.3%
MSFT vs SYY
+22.4%
+50.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.9% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -2.7% | -2.7% | +0.1% | -2.1% |
| 3M | +22.1% | +5.9% | +16.2% | +20.4% |
| 6M | +20.6% | -2.3% | +22.9% | +20.6% |
| YTD | +2.3% | +13.1% | -10.8% | -2.3% |
| 1Y | -0.5% | +3.8% | -4.3% | -2.6% |
| 3Y | +50.5% | +26.7% | +23.8% | +33.4% |
| 5Y | +72.3% | +19.4% | +52.9% | +58.2% |
| All | +72.3% | +22.4% | +50.0% | +58.2% |
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