+3,036.2%
SPY vs SYY
+2,538.9%
+497.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -2.0% | -4.8% | +2.8% | -0.6% |
| 3M | -2.8% | -7.1% | +4.3% | -0.8% |
| 6M | +2.1% | +6.8% | -4.7% | -0.9% |
| YTD | +11.5% | +7.7% | +3.8% | +6.7% |
| 1Y | +13.5% | +5.7% | +7.8% | +9.2% |
| 3Y | +77.7% | +24.6% | +53.1% | +59.3% |
| 5Y | +72.6% | +15.6% | +57.0% | +57.7% |
| 10Y | +308.2% | +87.9% | +220.2% | +189.3% |
| All | +3,036.2% | +2,538.9% | +497.3% | +942.2% |
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