+2,327.9%
NDAQ vs SYY
+467.2%
+1,860.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | -2.4% | -2.3% | -0.1% | -1.5% |
| 30D | +2.5% | -4.9% | +7.4% | +4.5% |
| 3M | +9.9% | +8.4% | +1.5% | +6.2% |
| 6M | +9.4% | -7.4% | +16.8% | +11.5% |
| YTD | +0.4% | +11.0% | -10.6% | -5.7% |
| 1Y | +4.0% | -0.2% | +4.3% | +1.9% |
| 3Y | +94.4% | +23.8% | +70.6% | +71.8% |
| 5Y | +56.7% | +18.1% | +38.6% | +38.8% |
| 10Y | +375.3% | +94.6% | +280.7% | +187.4% |
| All | +2,327.9% | +467.2% | +1,860.7% | +655.1% |
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