+28.9%
SYY vs SITM
+452.7%
-423.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +1.1% |
| 7D | +3.9% | +3.9% | +0.1% | +3.9% |
| 30D | -1.7% | -6.6% | +4.8% | -1.7% |
| 3M | +5.2% | -11.9% | +17.0% | +5.3% |
| 6M | -0.2% | +81.1% | -81.3% | -1.6% |
| YTD | +15.4% | +80.0% | -64.6% | +13.7% |
| 1Y | +5.6% | +145.8% | -140.2% | +3.8% |
| 3Y | +28.9% | +475.9% | -447.0% | +22.4% |
| All | +28.9% | +452.7% | -423.8% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling