+112.0%
SYY vs M
-7.1%
+119.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +3.0% |
| 7D | -0.2% | -4.1% | +3.8% | +0.6% |
| 30D | -2.7% | -13.6% | +10.9% | +0.2% |
| 3M | +5.9% | -2.3% | +8.2% | +5.8% |
| 6M | -2.3% | +21.9% | -24.2% | -7.2% |
| YTD | +13.1% | -0.6% | +13.7% | +11.8% |
| 1Y | +3.8% | +29.7% | -26.0% | -3.7% |
| 3Y | +26.7% | +107.3% | -80.6% | -0.9% |
| 5Y | +19.4% | +20.5% | -1.1% | -1.5% |
| 10Y | +112.0% | -6.1% | +118.1% | +20.9% |
| All | +112.0% | -7.1% | +119.1% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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