+730.4%
SW vs SYY
+325.4%
+405.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | +4.7% | -8.8% | +13.5% | +5.8% |
| 30D | +5.0% | -2.9% | +7.9% | +5.3% |
| 3M | -7.3% | -10.7% | +3.3% | -6.1% |
| 6M | +15.0% | +4.0% | +11.0% | +14.3% |
| YTD | +18.5% | +4.3% | +14.2% | +17.7% |
| 1Y | +27.1% | +5.0% | +22.1% | +26.1% |
| 3Y | +49.3% | +21.1% | +28.2% | +45.6% |
| 5Y | -1.6% | +5.0% | -6.7% | -3.1% |
| 10Y | +185.4% | +101.4% | +84.0% | +174.3% |
| All | +730.4% | +325.4% | +405.0% | +715.4% |
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