+100.8%
STM vs SYY
+3.3%
+97.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -5.2% | -2.7% | -2.4% | -4.8% |
| 3M | -29.6% | +5.9% | -35.5% | -30.8% |
| 6M | +54.4% | -2.3% | +56.7% | +51.3% |
| YTD | +99.5% | +13.1% | +86.4% | +96.4% |
| 1Y | +100.8% | +3.8% | +97.0% | +95.2% |
| All | +100.8% | +3.3% | +97.5% | +95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling