+23.7%
SYY vs A
+31.5%
-7.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.1% |
| 7D | -2.8% | -2.1% | -0.7% | -2.5% |
| 30D | -5.3% | +0.6% | -5.9% | -5.4% |
| 3M | +5.1% | +10.9% | -5.8% | +3.2% |
| 6M | -5.0% | +28.2% | -33.1% | -9.2% |
| YTD | +10.7% | +8.6% | +2.1% | +8.9% |
| 1Y | +0.7% | +15.5% | -14.8% | -2.5% |
| All | +23.7% | +31.5% | -7.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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