+2,538.9%
SYY vs SPY
+3,034.0%
-495.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +0.3% | +2.6% | -2.3% | -1.4% |
| 30D | -4.8% | -2.0% | -2.8% | -3.6% |
| 3M | -7.1% | -2.8% | -4.3% | -5.5% |
| 6M | +6.8% | +2.1% | +4.7% | +4.6% |
| YTD | +7.7% | +11.5% | -3.8% | -0.7% |
| 1Y | +5.7% | +13.5% | -7.8% | -3.8% |
| 3Y | +24.6% | +77.7% | -53.1% | -18.7% |
| 5Y | +15.6% | +72.6% | -57.0% | -23.3% |
| 10Y | +87.9% | +308.2% | -220.2% | -27.0% |
| All | +2,538.9% | +3,034.0% | -495.0% | +104.2% |
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