+2,559.5%
SYY vs SM
+1,434.4%
+1,125.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | +0.3% | +9.4% | -9.1% | -0.6% |
| 30D | -4.8% | -14.4% | +9.6% | -3.6% |
| 3M | -7.1% | +1.6% | -8.6% | -7.7% |
| 6M | +6.8% | +6.3% | +0.4% | +5.1% |
| YTD | +7.7% | +78.8% | -71.1% | 0.0% |
| 1Y | +5.7% | +83.1% | -77.5% | -2.2% |
| 3Y | +24.6% | -5.9% | +30.5% | +20.5% |
| 5Y | +15.6% | +4.8% | +10.8% | +7.5% |
| 10Y | +87.9% | +17.5% | +70.4% | +34.2% |
| All | +2,559.5% | +1,434.4% | +1,125.2% | +1,393.6% |
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