+463.1%
STM vs SYY
+87.3%
+375.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +1.4% | 0.0% | +1.4% | +1.6% |
| 30D | -8.4% | -2.2% | -6.1% | -8.1% |
| 3M | -15.8% | -8.0% | -7.8% | -13.5% |
| 6M | -22.8% | +7.5% | -30.3% | -26.6% |
| YTD | +79.4% | +7.4% | +71.9% | +68.9% |
| 1Y | +97.0% | +4.9% | +92.1% | +87.3% |
| 3Y | +14.2% | +24.1% | -9.9% | -1.3% |
| 5Y | -4.5% | +13.4% | -17.8% | -13.6% |
| 10Y | +463.1% | +87.5% | +375.5% | +293.3% |
| All | +463.1% | +87.3% | +375.8% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling