+9,423.5%
STX vs SYY
+390.7%
+9,032.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -17.3% | +4.7% | -22.0% | -18.8% |
| 30D | -35.9% | -0.7% | -35.3% | -36.1% |
| 3M | -37.3% | -6.8% | -30.5% | -36.1% |
| 6M | -35.8% | +8.6% | -44.5% | -39.2% |
| YTD | +82.7% | +8.4% | +74.3% | +72.2% |
| 1Y | +71.6% | +7.1% | +64.5% | +62.3% |
| 3Y | +635.3% | +25.2% | +610.1% | +537.0% |
| 5Y | +483.8% | +13.0% | +470.8% | +426.0% |
| 10Y | +1,967.8% | +88.9% | +1,878.9% | +1,225.0% |
| All | +9,423.5% | +390.7% | +9,032.8% | +3,322.8% |
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