+25.0%
SYY vs SITM
+4,789.7%
-4,764.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +0.7% |
| 7D | +3.9% | +3.9% | +0.1% | +3.7% |
| 30D | -1.7% | -6.6% | +4.8% | -1.4% |
| 3M | +5.2% | -11.9% | +17.0% | +5.2% |
| 6M | -0.2% | +81.1% | -81.3% | -6.6% |
| YTD | +15.4% | +80.0% | -64.6% | +7.5% |
| 1Y | +5.6% | +145.8% | -140.2% | -4.9% |
| 3Y | +28.9% | +475.9% | -447.0% | +1.2% |
| 5Y | +24.1% | +189.2% | -165.1% | -2.1% |
| All | +25.0% | +4,789.7% | -4,764.7% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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