+5,221.5%
O vs SYY
+2,594.2%
+2,627.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +7.1% | -4.8% | +11.9% | +8.8% |
| 3M | -5.2% | -7.1% | +1.8% | -3.0% |
| 6M | -1.8% | +6.8% | -8.6% | -4.6% |
| YTD | +9.1% | +7.7% | +1.4% | +4.2% |
| 1Y | +9.7% | +5.7% | +4.0% | +5.5% |
| 3Y | +39.1% | +24.6% | +14.6% | +24.4% |
| 5Y | +8.4% | +15.6% | -7.3% | -2.0% |
| 10Y | +80.2% | +87.9% | -7.8% | +28.2% |
| All | +5,221.5% | +2,594.2% | +2,627.2% | +2,405.3% |
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