+664.5%
STM vs SYY
+102.5%
+562.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -5.2% | -2.7% | -2.4% | -4.1% |
| 3M | -29.6% | +5.9% | -35.5% | -31.8% |
| 6M | +54.4% | -2.3% | +56.7% | +54.1% |
| YTD | +99.5% | +13.1% | +86.4% | +85.2% |
| 1Y | +100.8% | +3.8% | +97.0% | +93.4% |
| 3Y | +20.2% | +26.7% | -6.6% | +3.7% |
| 5Y | +21.1% | +19.4% | +1.7% | +7.7% |
| 10Y | +664.5% | +112.0% | +552.5% | +386.7% |
| All | +664.5% | +102.5% | +562.1% | +386.7% |
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