+2,620.5%
SYY vs SPY
+3,091.8%
-471.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -4.9% | +0.1% | -5.0% | -5.0% |
| 3M | +8.4% | +2.0% | +6.4% | +6.5% |
| 6M | -7.4% | +13.0% | -20.4% | -15.2% |
| YTD | +11.0% | +13.5% | -2.6% | +1.2% |
| 1Y | -0.2% | +20.0% | -20.2% | -12.6% |
| 3Y | +23.8% | +77.2% | -53.4% | -18.9% |
| 5Y | +18.1% | +81.9% | -63.7% | -24.3% |
| 10Y | +94.6% | +314.1% | -219.5% | -24.9% |
| All | +2,620.5% | +3,091.8% | -471.3% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling