+3,476.8%
STX vs SYY
+114.2%
+3,362.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +8.0% | +1.5% | +6.5% | +7.4% |
| 30D | +5.1% | -2.3% | +7.4% | +5.7% |
| 3M | +5.8% | +5.5% | +0.3% | +3.2% |
| 6M | +124.9% | -1.0% | +125.9% | +123.1% |
| YTD | +213.9% | +14.1% | +199.8% | +196.2% |
| 1Y | +350.4% | +5.6% | +344.8% | +334.9% |
| 3Y | +1,314.2% | +27.9% | +1,286.3% | +1,158.6% |
| 5Y | +1,092.8% | +22.7% | +1,070.1% | +978.6% |
| All | +3,476.8% | +114.2% | +3,362.7% | +2,478.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling