+46.2%
RF vs SYY
+12.5%
+33.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.3% |
| 7D | -0.1% | -4.1% | +4.0% | +1.5% |
| 30D | +7.0% | +0.3% | +6.7% | +6.5% |
| 3M | -7.0% | -6.3% | -0.7% | -4.7% |
| 6M | +6.8% | +9.7% | -2.9% | +1.2% |
| YTD | +9.9% | +9.4% | +0.5% | +1.4% |
| 1Y | +21.1% | +7.3% | +13.8% | +12.9% |
| 3Y | +119.6% | +27.6% | +92.0% | +79.5% |
| 5Y | +46.2% | +12.5% | +33.6% | +27.5% |
| All | +46.2% | +12.5% | +33.7% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling