+184.3%
SE vs SYY
+26.6%
+157.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.2% | -4.2% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -5.3% | -2.7% | -2.6% | -5.1% |
| 3M | +28.1% | +5.9% | +22.2% | +27.8% |
| 6M | +20.7% | -2.3% | +23.0% | +20.5% |
| YTD | -14.8% | +13.1% | -27.9% | -14.9% |
| 1Y | -43.6% | +3.8% | -47.3% | -43.4% |
| All | +184.3% | +26.6% | +157.7% | +178.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling