+51.6%
SW vs SYY
+23.6%
+28.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +2.9% |
| 7D | +12.1% | -6.3% | +18.4% | +14.0% |
| 30D | +6.6% | +0.7% | +5.8% | +6.0% |
| 3M | -6.0% | -7.1% | +1.1% | -4.2% |
| 6M | +21.5% | +6.8% | +14.6% | +18.5% |
| YTD | +20.3% | +6.7% | +13.7% | +17.2% |
| 1Y | +28.1% | +7.5% | +20.6% | +24.6% |
| All | +51.6% | +23.6% | +28.0% | +47.9% |
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