+363.5%
SE vs SYY
+77.4%
+286.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -20.9% | -4.8% | -16.2% | -20.0% |
| 3M | -38.9% | -7.1% | -31.8% | -37.8% |
| 6M | -19.4% | +6.8% | -26.2% | -21.3% |
| YTD | -40.9% | +7.7% | -48.6% | -42.9% |
| 1Y | -46.2% | +5.7% | -51.9% | -47.8% |
| 3Y | +63.7% | +24.6% | +39.2% | +48.0% |
| 5Y | -77.9% | +15.6% | -93.6% | -79.2% |
| All | +363.5% | +77.4% | +286.1% | +308.6% |
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