+1,972.8%
STX vs SYY
+88.7%
+1,884.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +14.6% | +0.3% | +14.3% | +14.5% |
| 30D | -26.0% | -4.8% | -21.2% | -25.1% |
| 3M | -42.6% | -7.1% | -35.6% | -41.7% |
| 6M | -35.3% | +6.8% | -42.1% | -37.7% |
| YTD | +92.5% | +7.7% | +84.8% | +84.0% |
| 1Y | +102.4% | +5.7% | +96.7% | +94.5% |
| 3Y | +673.8% | +24.6% | +649.3% | +590.6% |
| 5Y | +463.1% | +15.6% | +447.4% | +416.7% |
| All | +1,972.8% | +88.7% | +1,884.1% | +1,456.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling