+22.7%
SYY vs SPXU
-85.5%
+108.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +1.3% |
| 7D | +1.5% | +6.4% | -4.8% | +2.7% |
| 30D | -2.3% | +5.9% | -8.3% | -1.2% |
| 3M | +5.5% | -11.7% | +17.2% | +3.2% |
| 6M | -1.0% | -28.7% | +27.7% | -6.8% |
| YTD | +14.1% | -26.4% | +40.5% | +8.4% |
| 1Y | +5.6% | -35.2% | +40.8% | -2.1% |
| 3Y | +27.9% | -79.8% | +107.7% | -4.8% |
| 5Y | +22.7% | -86.1% | +108.8% | -6.6% |
| All | +22.7% | -85.5% | +108.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling