+2,285.7%
STM vs SYY
+2,572.0%
-286.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.5% |
| 7D | +5.8% | -2.3% | +8.1% | +6.9% |
| 30D | -1.0% | -4.9% | +3.9% | +1.2% |
| 3M | -33.3% | +8.4% | -41.6% | -36.2% |
| 6M | +57.4% | -7.4% | +64.7% | +61.0% |
| YTD | +102.2% | +11.0% | +91.2% | +89.3% |
| 1Y | +99.6% | -0.2% | +99.8% | +95.7% |
| 3Y | +14.5% | +23.8% | -9.3% | 0.0% |
| 5Y | +21.4% | +18.1% | +3.2% | +8.1% |
| 10Y | +695.0% | +94.6% | +600.4% | +413.6% |
| All | +2,285.7% | +2,572.0% | -286.2% | +524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling