-7.4%
SYY vs SM
+58.1%
-65.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -4.9% | +26.3% | -31.2% | -3.1% |
| 3M | +8.4% | +8.7% | -0.3% | +9.1% |
| 6M | -7.4% | +51.7% | -59.0% | -7.7% |
| All | -7.4% | +58.1% | -65.5% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling