+2,554.0%
SYY vs SM
+1,360.8%
+1,193.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.6% | -6.4% | -1.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -2.2% | -17.3% | +15.1% | -0.7% |
| 3M | -8.0% | -3.6% | -4.4% | -8.2% |
| 6M | +7.5% | +2.9% | +4.6% | +6.1% |
| YTD | +7.4% | +70.2% | -62.8% | +0.3% |
| 1Y | +4.9% | +66.5% | -61.6% | -2.0% |
| 3Y | +24.1% | -8.2% | +32.3% | +20.3% |
| 5Y | +13.4% | -1.5% | +14.8% | +6.1% |
| 10Y | +87.5% | +11.9% | +75.6% | +34.6% |
| All | +2,554.0% | +1,360.8% | +1,193.2% | +1,397.9% |
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