+1,048.0%
STX vs SYY
+23.4%
+1,024.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | -2.3% | +3.9% | -6.2% | -3.5% |
| 30D | -5.5% | -1.7% | -3.7% | -5.0% |
| 3M | -4.3% | +5.2% | -9.5% | -6.7% |
| 6M | +115.6% | -0.2% | +115.8% | +113.0% |
| YTD | +202.2% | +15.4% | +186.8% | +181.6% |
| 1Y | +325.3% | +5.6% | +319.7% | +309.5% |
| 3Y | +1,283.9% | +28.9% | +1,255.0% | +1,078.6% |
| All | +1,048.0% | +23.4% | +1,024.7% | +903.4% |
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 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