+4,088.9%
SYY vs STT
+6,617.4%
-2,528.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | +5.1% | -3.8% | +0.1% |
| 30D | -3.5% | -0.2% | -3.3% | -3.6% |
| 3M | -9.3% | -8.1% | -1.2% | -7.7% |
| 6M | +5.9% | +16.6% | -10.7% | +1.7% |
| YTD | +6.5% | +37.8% | -31.4% | -2.1% |
| 1Y | +4.0% | +46.8% | -42.8% | -5.8% |
| 3Y | +23.0% | +181.2% | -158.2% | -5.6% |
| 5Y | +14.3% | +105.1% | -90.8% | -7.3% |
| 10Y | +85.8% | +202.3% | -116.5% | +35.5% |
| All | +4,088.9% | +6,617.4% | -2,528.5% | +928.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling