+41.9%
SO vs SYY
+29.1%
+12.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -1.1% | +3.9% | -5.0% | -2.0% |
| 30D | -5.0% | -1.7% | -3.3% | -4.6% |
| 3M | -5.8% | +5.2% | -10.9% | -7.0% |
| 6M | -7.9% | -0.2% | -7.7% | -8.2% |
| YTD | +2.4% | +15.4% | -12.9% | -2.8% |
| 1Y | -2.3% | +5.6% | -7.9% | -4.4% |
| 3Y | +41.9% | +28.9% | +13.0% | +27.6% |
| All | +41.9% | +29.1% | +12.7% | +27.6% |
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 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