+19.3%
SYY vs STT
+150.3%
-131.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.1% |
| 7D | -2.8% | +2.2% | -4.9% | -3.3% |
| 30D | -5.3% | +3.9% | -9.2% | -6.3% |
| 3M | +5.1% | +19.2% | -14.1% | -0.1% |
| 6M | -5.0% | +60.4% | -65.4% | -17.3% |
| YTD | +10.7% | +51.5% | -40.8% | -2.3% |
| 1Y | +0.7% | +76.3% | -75.6% | -15.3% |
| 3Y | +24.0% | +200.7% | -176.7% | -12.9% |
| 5Y | +19.3% | +157.5% | -138.2% | -16.8% |
| All | +19.3% | +150.3% | -131.1% | -16.8% |
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