+22.5%
STM vs SYY
+18.1%
+4.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | +5.2% | -2.8% | +8.0% | +6.5% |
| 30D | -7.4% | -5.3% | -2.1% | -5.2% |
| 3M | -30.6% | +5.1% | -35.7% | -32.8% |
| 6M | +66.4% | -5.0% | +71.4% | +68.0% |
| YTD | +101.1% | +10.7% | +90.4% | +86.8% |
| 1Y | +97.4% | +0.7% | +96.7% | +92.1% |
| 3Y | +21.1% | +24.0% | -2.9% | +1.7% |
| 5Y | +22.5% | +19.3% | +3.2% | +10.5% |
| All | +22.5% | +18.1% | +4.4% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling