+2,354.0%
SYY vs IT
+6,105.9%
-3,751.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -0.6% |
| 7D | -2.3% | -6.0% | +3.7% | -1.5% |
| 30D | -4.9% | 0.0% | -4.9% | -5.1% |
| 3M | +8.4% | +13.1% | -4.7% | +5.4% |
| 6M | -7.4% | +11.7% | -19.0% | -10.3% |
| YTD | +11.0% | -26.1% | +37.1% | +13.6% |
| 1Y | -0.2% | -21.3% | +21.0% | +0.8% |
| 3Y | +23.8% | -46.7% | +70.5% | +31.0% |
| 5Y | +18.1% | -40.5% | +58.6% | +22.0% |
| 10Y | +94.6% | +103.9% | -9.3% | +69.1% |
| All | +2,354.0% | +6,105.9% | -3,751.9% | +1,423.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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