+87.4%
SYY vs ACWI
+226.8%
-139.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.4% |
| 30D | +0.3% | -2.8% | +3.1% | +2.8% |
| 3M | -6.3% | -3.2% | -3.2% | -3.8% |
| 6M | +9.7% | +1.3% | +8.4% | +7.3% |
| YTD | +9.4% | +11.2% | -1.8% | -2.4% |
| 1Y | +7.3% | +13.8% | -6.5% | -6.6% |
| 3Y | +27.6% | +76.2% | -48.5% | -31.0% |
| 5Y | +12.5% | +59.5% | -46.9% | -32.4% |
| 10Y | +87.4% | +222.2% | -134.8% | -43.5% |
| All | +87.4% | +226.8% | -139.4% | -43.5% |
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