+96.4%
SYY vs ACWI
+226.0%
-129.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -2.8% | +1.1% | -3.8% | -3.8% |
| 30D | -5.3% | -0.2% | -5.1% | -5.2% |
| 3M | +5.1% | +4.7% | +0.4% | +0.2% |
| 6M | -5.0% | +14.5% | -19.5% | -17.3% |
| YTD | +10.7% | +14.6% | -3.9% | -3.8% |
| 1Y | +0.7% | +21.4% | -20.8% | -17.7% |
| 3Y | +24.0% | +77.6% | -53.6% | -33.3% |
| 5Y | +19.3% | +68.1% | -48.8% | -32.3% |
| 10Y | +96.4% | +226.1% | -129.7% | -48.8% |
| All | +96.4% | +226.0% | -129.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling