+19.4%
SYY vs SPY
+81.0%
-61.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | -0.2% | -0.4% | +0.1% | 0.0% |
| 30D | -2.7% | -1.4% | -1.4% | -2.0% |
| 3M | +5.9% | +3.7% | +2.2% | +3.4% |
| 6M | -2.3% | +13.0% | -15.3% | -9.5% |
| YTD | +13.1% | +12.4% | +0.7% | +5.1% |
| 1Y | +3.8% | +18.5% | -14.8% | -6.9% |
| 3Y | +26.7% | +77.6% | -50.9% | -16.0% |
| 5Y | +19.4% | +81.7% | -62.3% | -22.4% |
| All | +19.4% | +81.0% | -61.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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