+112.0%
SYY vs P
+694.3%
-582.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +2.8% |
| 7D | -0.2% | +5.0% | -5.2% | -1.1% |
| 30D | -2.7% | -0.9% | -1.8% | -3.0% |
| 3M | +5.9% | +38.7% | -32.8% | -0.8% |
| 6M | -2.3% | +54.4% | -56.7% | -11.3% |
| YTD | +13.1% | +44.8% | -31.7% | +3.0% |
| 1Y | +3.8% | +22.5% | -18.8% | -4.3% |
| 3Y | +26.7% | +148.2% | -121.5% | -8.3% |
| 5Y | +19.4% | +268.9% | -249.5% | -26.1% |
| 10Y | +112.0% | +696.9% | -584.9% | -2.1% |
| All | +112.0% | +694.3% | -582.3% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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