+52.5%
NDAQ vs SYY
+22.4%
+30.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.4% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | -1.5% | -2.7% | +1.3% | -0.8% |
| 3M | +8.0% | +5.9% | +2.2% | +6.3% |
| 6M | +7.7% | -2.3% | +10.1% | +7.8% |
| YTD | -2.3% | +13.1% | -15.4% | -7.7% |
| 1Y | +0.6% | +3.8% | -3.2% | -2.0% |
| 3Y | +90.9% | +26.7% | +64.2% | +69.7% |
| 5Y | +52.5% | +19.4% | +33.0% | +38.7% |
| All | +52.5% | +22.4% | +30.1% | +38.7% |
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