+13.5%
STM vs SYY
+26.4%
-12.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.4% |
| 7D | -5.6% | -4.1% | -1.5% | -4.9% |
| 30D | -14.4% | +0.3% | -14.8% | -14.9% |
| 3M | -20.5% | -6.3% | -14.1% | -19.6% |
| 6M | -24.5% | +9.7% | -34.2% | -27.8% |
| YTD | +72.7% | +9.4% | +63.2% | +64.0% |
| 1Y | +91.0% | +7.3% | +83.7% | +82.4% |
| 3Y | +13.5% | +27.6% | -14.1% | -12.0% |
| All | +13.5% | +26.4% | -12.9% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling