+755.0%
SW vs SYY
+352.5%
+402.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | -4.6% | -4.9% | +0.4% | -4.0% |
| 3M | +9.4% | +8.4% | +1.0% | +8.3% |
| 6M | +3.5% | -7.4% | +10.9% | +4.3% |
| YTD | +22.0% | +11.0% | +11.0% | +20.4% |
| 1Y | +2.2% | -0.2% | +2.4% | +2.0% |
| 3Y | +19.6% | +23.8% | -4.2% | +16.3% |
| 5Y | -2.3% | +18.1% | -20.5% | -4.8% |
| 10Y | +181.4% | +94.6% | +86.8% | +169.6% |
| All | +755.0% | +352.5% | +402.5% | +733.9% |
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 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