-77.8%
SE vs SYY
+12.2%
-90.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | -7.7% | 0.0% | -7.7% | -7.7% |
| 30D | -22.8% | -2.2% | -20.6% | -22.5% |
| 3M | -43.7% | -8.0% | -35.7% | -42.0% |
| 6M | -12.8% | +7.5% | -20.3% | -16.4% |
| YTD | -42.0% | +7.4% | -49.4% | -45.6% |
| 1Y | -48.0% | +4.9% | -52.9% | -50.6% |
| 3Y | +62.7% | +24.1% | +38.6% | +27.8% |
| 5Y | -77.8% | +13.4% | -91.2% | -81.3% |
| All | -77.8% | +12.2% | -90.0% | -81.3% |
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