+76.5%
SPY vs SYY
+26.6%
+49.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.8% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -1.4% | -2.7% | +1.4% | -1.0% |
| 3M | +3.7% | +5.9% | -2.2% | +2.6% |
| 6M | +13.0% | -2.3% | +15.3% | +13.0% |
| YTD | +12.4% | +13.1% | -0.7% | +9.0% |
| 1Y | +18.5% | +3.8% | +14.8% | +17.1% |
| All | +76.5% | +26.6% | +49.9% | +63.3% |
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