+3,212.3%
SYY vs M
+396.5%
+2,815.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.8% |
| 7D | -2.3% | +4.7% | -7.0% | -3.2% |
| 30D | -4.9% | -9.6% | +4.7% | -3.1% |
| 3M | +8.4% | +0.9% | +7.5% | +7.7% |
| 6M | -7.4% | +22.3% | -29.6% | -11.6% |
| YTD | +11.0% | +6.5% | +4.5% | +8.4% |
| 1Y | -0.2% | +38.8% | -39.0% | -8.0% |
| 3Y | +23.8% | +115.9% | -92.1% | -1.1% |
| 5Y | +18.1% | +28.6% | -10.5% | -1.1% |
| 10Y | +94.6% | -2.5% | +97.1% | +45.8% |
| All | +3,212.3% | +396.5% | +2,815.8% | +1,480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling