+253.8%
RF vs SYY
+88.3%
+165.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.6% |
| 7D | -0.9% | -7.3% | +6.4% | +3.2% |
| 30D | +6.0% | +0.1% | +5.9% | +5.4% |
| 3M | -8.9% | -8.2% | -0.7% | -4.8% |
| 6M | +2.3% | +6.3% | -3.9% | -2.6% |
| YTD | +7.6% | +7.3% | +0.2% | -1.0% |
| 1Y | +21.2% | +8.5% | +12.7% | +10.6% |
| 3Y | +108.5% | +24.9% | +83.6% | +70.1% |
| 5Y | +43.2% | +8.0% | +35.2% | +26.8% |
| All | +253.8% | +88.3% | +165.4% | +123.7% |
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