+24.3%
SYY vs STT
+183.8%
-159.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -2.2% | -0.4% | -1.8% | -2.2% |
| 3M | -8.0% | -6.5% | -1.6% | -7.0% |
| 6M | +7.5% | +17.2% | -9.7% | +3.3% |
| YTD | +7.4% | +38.2% | -30.8% | -1.2% |
| 1Y | +4.9% | +49.3% | -44.4% | -5.6% |
| All | +24.3% | +183.8% | -159.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling