+1,131.3%
PSX vs SYY
+303.2%
+828.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +2.8% | -2.8% | +5.6% | +4.3% |
| 30D | +27.8% | -5.3% | +33.0% | +31.3% |
| 3M | +42.0% | +5.1% | +36.9% | +37.8% |
| 6M | +58.1% | -5.0% | +63.1% | +59.6% |
| YTD | +105.0% | +10.7% | +94.3% | +89.0% |
| 1Y | +104.9% | +0.7% | +104.2% | +98.4% |
| 3Y | +134.1% | +24.0% | +110.0% | +98.5% |
| 5Y | +363.8% | +19.3% | +344.6% | +289.9% |
| 10Y | +370.1% | +96.4% | +273.7% | +195.0% |
| All | +1,131.3% | +303.2% | +828.1% | +430.5% |
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