+30.7%
O vs SYY
+23.9%
+6.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | -2.8% | +2.2% | +0.2% |
| 30D | -2.0% | -5.3% | +3.3% | -0.5% |
| 3M | +3.0% | +5.1% | -2.1% | +1.7% |
| 6M | -3.6% | -5.0% | +1.3% | -2.6% |
| YTD | +12.1% | +10.7% | +1.4% | +7.2% |
| 1Y | +8.9% | +0.7% | +8.2% | +7.8% |
| All | +30.7% | +23.9% | +6.8% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling