-64.9%
SE vs SYY
+19.8%
-84.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.6% | -2.8% | +3.4% | +1.8% |
| 30D | -0.1% | -5.3% | +5.2% | +2.3% |
| 3M | +34.1% | +5.1% | +29.0% | +31.2% |
| 6M | +23.2% | -5.0% | +28.2% | +24.9% |
| YTD | -11.2% | +10.7% | -21.9% | -17.1% |
| 1Y | -40.5% | +0.7% | -41.2% | -41.8% |
| 3Y | +196.3% | +24.0% | +172.2% | +139.6% |
| All | -64.9% | +19.8% | -84.7% | -70.1% |
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