+16.2%
SYY vs SN
+476.8%
-460.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.4% |
| 7D | -0.2% | -3.4% | +3.2% | 0.0% |
| 30D | -2.7% | -9.1% | +6.3% | -2.0% |
| 3M | +5.9% | +31.8% | -25.9% | +3.1% |
| 6M | -2.3% | +52.0% | -54.4% | -6.3% |
| YTD | +13.1% | +51.3% | -38.2% | +8.5% |
| 1Y | +3.8% | +46.9% | -43.1% | -0.4% |
| 3Y | +26.7% | +394.9% | -368.2% | +11.8% |
| All | +16.2% | +476.8% | -460.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling