+24.0%
SYY vs SM
-2.8%
+26.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -5.3% | +31.5% | -36.8% | -6.2% |
| 3M | +5.1% | +17.3% | -12.3% | +4.4% |
| 6M | -5.0% | +48.5% | -53.5% | -7.1% |
| YTD | +10.7% | +106.3% | -95.6% | +5.7% |
| 1Y | +0.7% | +47.3% | -46.6% | -2.1% |
| 3Y | +24.0% | -1.4% | +25.5% | +18.0% |
| All | +24.0% | -2.8% | +26.8% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling