+254.8%
SPOT vs SYY
+70.0%
+184.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -2.9% | -2.8% | -0.1% | -2.3% |
| 30D | +8.3% | -5.3% | +13.6% | +9.5% |
| 3M | +5.1% | +5.1% | 0.0% | +3.9% |
| 6M | -6.5% | -5.0% | -1.5% | -5.8% |
| YTD | -9.0% | +10.7% | -19.7% | -11.5% |
| 1Y | -26.4% | +0.7% | -27.1% | -27.1% |
| 3Y | +240.0% | +24.0% | +216.0% | +218.0% |
| 5Y | +111.7% | +19.3% | +92.5% | +101.7% |
| All | +254.8% | +70.0% | +184.8% | +240.8% |
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