+265.2%
SU vs SYY
+116.5%
+148.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | +2.2% | +3.9% | -1.7% | +0.4% |
| 30D | +8.4% | -1.7% | +10.2% | +9.3% |
| 3M | +12.1% | +5.2% | +6.9% | +9.1% |
| 6M | +19.7% | -0.2% | +19.9% | +17.8% |
| YTD | +58.4% | +15.4% | +43.0% | +44.1% |
| 1Y | +67.2% | +5.6% | +61.6% | +58.7% |
| 3Y | +125.0% | +28.9% | +96.2% | +88.0% |
| 5Y | +355.1% | +24.1% | +331.0% | +277.1% |
| All | +265.2% | +116.5% | +148.7% | +141.8% |
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 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