+22.5%
SYY vs SITM
+4,437.5%
-4,414.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | -0.2% | +3.7% | -3.9% | -0.5% |
| 30D | -2.7% | -14.5% | +11.8% | -1.8% |
| 3M | +5.9% | -10.6% | +16.4% | +5.7% |
| 6M | -2.3% | +65.5% | -67.9% | -8.0% |
| YTD | +13.1% | +67.0% | -53.9% | +6.0% |
| 1Y | +3.8% | +138.6% | -134.9% | -6.4% |
| 3Y | +26.7% | +421.8% | -395.1% | +0.4% |
| 5Y | +19.4% | +172.4% | -153.0% | -5.4% |
| All | +22.5% | +4,437.5% | -4,414.9% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling