+465.1%
STM vs SYY
+88.7%
+376.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +12.0% | +0.3% | +11.7% | +11.9% |
| 30D | -0.4% | -4.8% | +4.4% | +1.2% |
| 3M | -13.2% | -7.1% | -6.1% | -11.2% |
| 6M | -26.1% | +6.8% | -32.9% | -29.5% |
| YTD | +81.2% | +7.7% | +73.5% | +70.5% |
| 1Y | +98.3% | +5.7% | +92.6% | +87.9% |
| 3Y | +16.7% | +24.6% | -7.8% | +0.7% |
| 5Y | -4.8% | +15.6% | -20.5% | -14.6% |
| All | +465.1% | +88.7% | +376.3% | +292.6% |
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