+32.6%
NET vs SYY
+12.6%
+20.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -4.1% |
| 7D | -16.4% | -6.3% | -10.0% | -14.4% |
| 30D | -25.8% | +0.7% | -26.6% | -26.9% |
| 3M | -11.5% | -6.4% | -5.1% | -10.0% |
| 6M | +18.9% | +7.6% | +11.3% | +12.4% |
| YTD | +35.2% | +7.4% | +27.8% | +25.8% |
| 1Y | +14.5% | +8.3% | +6.2% | +5.6% |
| 3Y | +313.8% | +23.8% | +290.0% | +217.3% |
| 5Y | +32.6% | +12.4% | +20.2% | +19.9% |
| All | +32.6% | +12.6% | +20.0% | +19.9% |
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 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