+113.8%
SYY vs SM
+23.0%
+90.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.9% | +4.6% | -0.6% | +3.4% |
| 30D | -1.7% | +18.2% | -20.0% | -3.8% |
| 3M | +5.2% | +22.5% | -17.3% | +2.1% |
| 6M | -0.2% | +50.6% | -50.8% | -6.2% |
| YTD | +15.4% | +108.1% | -92.7% | +3.9% |
| 1Y | +5.6% | +46.0% | -40.4% | -1.0% |
| 3Y | +28.9% | +2.9% | +26.0% | +22.7% |
| 5Y | +24.1% | +112.6% | -88.5% | +3.1% |
| All | +113.8% | +23.0% | +90.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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