+5.7%
O vs SYY
+5.4%
+0.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -3.5% | +1.5% | -5.0% | -3.8% |
| 30D | -3.3% | -2.3% | -1.0% | -2.9% |
| 3M | -2.8% | +5.5% | -8.3% | -3.6% |
| 6M | -5.8% | -1.0% | -4.8% | -5.7% |
| YTD | +9.4% | +14.1% | -4.7% | +5.7% |
| 1Y | +5.7% | +5.6% | +0.1% | +4.8% |
| All | +5.7% | +5.4% | +0.3% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling