+140.2%
NI vs SYY
+116.5%
+23.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | 0.0% | +3.9% | -3.9% | -1.1% |
| 30D | -1.4% | -1.7% | +0.4% | -0.9% |
| 3M | -10.6% | +5.2% | -15.8% | -12.0% |
| 6M | -9.3% | -0.2% | -9.1% | -9.9% |
| YTD | +1.1% | +15.4% | -14.2% | -4.1% |
| 1Y | +3.4% | +5.6% | -2.2% | +0.6% |
| 3Y | +67.9% | +28.9% | +39.0% | +52.0% |
| 5Y | +98.0% | +24.1% | +73.9% | +79.2% |
| All | +140.2% | +116.5% | +23.7% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling