+3,135.1%
SYY vs M
+444.9%
+2,690.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +4.7% | +5.0% | -0.3% | +3.6% |
| 30D | -0.7% | +10.6% | -11.3% | -2.8% |
| 3M | -6.8% | +1.6% | -8.4% | -7.4% |
| 6M | +8.6% | +30.8% | -22.2% | +2.0% |
| YTD | +8.4% | +16.9% | -8.5% | +3.6% |
| 1Y | +7.1% | +26.3% | -19.2% | +0.6% |
| 3Y | +25.2% | +158.6% | -133.4% | -3.7% |
| 5Y | +13.0% | +2.1% | +10.9% | -0.3% |
| 10Y | +88.9% | -4.3% | +93.2% | +41.6% |
| All | +3,135.1% | +444.9% | +2,690.2% | +1,410.8% |
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