+23.6%
SYY vs SITM
+187.3%
-163.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +0.9% |
| 7D | +3.9% | +3.9% | +0.1% | +3.8% |
| 30D | -1.7% | -6.6% | +4.8% | -1.6% |
| 3M | +5.2% | -11.9% | +17.0% | +5.3% |
| 6M | -0.2% | +81.1% | -81.3% | -4.4% |
| YTD | +15.4% | +80.0% | -64.6% | +10.3% |
| 1Y | +5.6% | +145.8% | -140.2% | -1.2% |
| 3Y | +28.9% | +475.9% | -447.0% | +9.5% |
| All | +23.6% | +187.3% | -163.7% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling