+2,627.5%
NDAQ vs SYY
+450.2%
+2,177.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +1.3% | +0.3% | +0.9% | +1.1% |
| 30D | +18.0% | -4.8% | +22.7% | +20.0% |
| 3M | +11.5% | -7.1% | +18.6% | +14.4% |
| 6M | +21.1% | +6.8% | +14.3% | +17.2% |
| YTD | +12.8% | +7.7% | +5.2% | +6.8% |
| 1Y | +25.7% | +5.7% | +20.0% | +19.9% |
| 3Y | +116.8% | +24.6% | +92.3% | +90.3% |
| 5Y | +67.3% | +15.6% | +51.6% | +49.2% |
| 10Y | +473.3% | +87.9% | +385.4% | +252.3% |
| All | +2,627.5% | +450.2% | +2,177.3% | +755.6% |
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