+2,641.8%
SYY vs SM
+1,608.3%
+1,033.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -4.9% | +26.3% | -31.2% | -7.2% |
| 3M | +8.4% | +8.7% | -0.3% | +7.0% |
| 6M | -7.4% | +51.7% | -59.0% | -12.0% |
| YTD | +11.0% | +99.0% | -88.1% | +2.5% |
| 1Y | -0.2% | +34.6% | -34.8% | -4.5% |
| 3Y | +23.8% | -7.8% | +31.5% | +20.3% |
| 5Y | +18.1% | +104.8% | -86.6% | +2.9% |
| 10Y | +94.6% | +7.2% | +87.3% | +39.9% |
| All | +2,641.8% | +1,608.3% | +1,033.5% | +1,430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling