+2,632.1%
NDAQ vs SYY
+444.1%
+2,188.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +1.7% | +1.3% | +0.4% | +1.2% |
| 30D | +16.2% | -3.5% | +19.8% | +17.6% |
| 3M | +14.0% | -9.3% | +23.3% | +18.1% |
| 6M | +22.3% | +5.9% | +16.3% | +18.7% |
| YTD | +13.0% | +6.5% | +6.5% | +7.5% |
| 1Y | +24.0% | +4.0% | +20.0% | +19.1% |
| 3Y | +117.1% | +23.0% | +94.1% | +91.5% |
| 5Y | +67.5% | +14.3% | +53.2% | +50.1% |
| 10Y | +474.3% | +85.8% | +388.4% | +254.4% |
| All | +2,632.1% | +444.1% | +2,188.0% | +760.9% |
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