+5,976.4%
SO vs SYY
+4,458.5%
+1,517.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | -0.2% | -2.3% | +2.1% | +0.4% |
| 30D | -4.6% | -4.9% | +0.4% | -3.5% |
| 3M | -3.0% | +8.4% | -11.4% | -4.9% |
| 6M | -8.3% | -7.4% | -0.9% | -7.1% |
| YTD | +3.5% | +11.0% | -7.5% | +0.3% |
| 1Y | -0.9% | -0.2% | -0.7% | -1.7% |
| 3Y | +45.4% | +23.8% | +21.6% | +36.6% |
| 5Y | +59.6% | +18.1% | +41.5% | +49.9% |
| 10Y | +156.6% | +94.6% | +62.0% | +105.8% |
| All | +5,976.4% | +4,458.5% | +1,517.8% | +2,551.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling