+147.8%
SW vs SYY
+95.0%
+52.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.5% |
| 7D | -5.1% | -2.3% | -2.8% | -4.7% |
| 30D | -4.6% | -4.9% | +0.4% | -3.8% |
| 3M | +9.4% | +8.4% | +1.0% | +8.0% |
| 6M | +3.5% | -7.4% | +10.9% | +4.5% |
| YTD | +22.0% | +11.0% | +11.0% | +19.8% |
| 1Y | +2.2% | -0.2% | +2.4% | +2.0% |
| 3Y | +19.6% | +23.8% | -4.2% | +15.2% |
| 5Y | -2.3% | +18.1% | -20.5% | -5.6% |
| All | +147.8% | +95.0% | +52.8% | +152.8% |
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