+19.3%
SYY vs M
+24.8%
-5.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | -2.8% | +2.4% | -5.1% | -3.1% |
| 30D | -5.3% | -11.6% | +6.3% | -3.6% |
| 3M | +5.1% | +1.6% | +3.5% | +4.5% |
| 6M | -5.0% | +25.2% | -30.2% | -8.6% |
| YTD | +10.7% | +3.8% | +6.9% | +9.1% |
| 1Y | +0.7% | +36.3% | -35.7% | -5.0% |
| 3Y | +24.0% | +116.3% | -92.3% | +2.8% |
| 5Y | +19.3% | +28.2% | -8.9% | +3.4% |
| All | +19.3% | +24.8% | -5.5% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling