+13.4%
SYY vs STT
+109.1%
-95.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 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% | -6.6% |
| 6M | +7.5% | +17.2% | -9.7% | +2.2% |
| YTD | +7.4% | +38.2% | -30.8% | -3.1% |
| 1Y | +4.9% | +49.3% | -44.4% | -7.6% |
| 3Y | +24.1% | +181.9% | -157.8% | -11.8% |
| 5Y | +13.4% | +106.9% | -93.6% | -13.1% |
| All | +13.4% | +109.1% | -95.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling