+47.9%
SW vs SYY
+24.3%
+23.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.6% |
| 7D | +2.3% | -7.3% | +9.6% | +4.4% |
| 30D | +6.8% | +0.1% | +6.7% | +6.4% |
| 3M | -5.2% | -8.2% | +3.0% | -3.0% |
| 6M | +7.4% | +6.3% | +1.2% | +5.0% |
| YTD | +17.4% | +7.3% | +10.1% | +14.1% |
| 1Y | +27.1% | +8.5% | +18.6% | +23.2% |
| 3Y | +47.9% | +24.9% | +22.9% | +44.0% |
| All | +47.9% | +24.3% | +23.5% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling