+0.2%
SYY vs IRE
-98.1%
+98.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -14.4% | +15.5% | +1.1% |
| 7D | +0.3% | -31.8% | +32.2% | +0.3% |
| 30D | -4.8% | -71.8% | +67.0% | -4.7% |
| 3M | -7.1% | -88.9% | +81.8% | -6.6% |
| 6M | +6.8% | -95.4% | +102.2% | +8.1% |
| YTD | +7.7% | -94.2% | +101.9% | +8.4% |
| 1Y | +5.7% | -97.1% | +102.8% | +6.1% |
| All | +0.2% | -98.1% | +98.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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