+156.5%
SO vs SYY
+112.2%
+44.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.3% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -2.5% | -2.7% | +0.3% | -1.8% |
| 3M | -4.2% | +5.9% | -10.1% | -5.7% |
| 6M | -7.7% | -2.3% | -5.3% | -7.6% |
| YTD | +3.8% | +13.1% | -9.3% | -0.5% |
| 1Y | +0.1% | +3.8% | -3.7% | -1.9% |
| 3Y | +44.2% | +26.7% | +17.5% | +33.2% |
| 5Y | +57.9% | +19.4% | +38.4% | +46.1% |
| All | +156.5% | +112.2% | +44.2% | +108.7% |
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