+4,267.1%
SYY vs STT
+7,372.9%
-3,105.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -4.9% | +3.9% | -8.8% | -5.8% |
| 3M | +8.4% | +20.0% | -11.6% | +3.6% |
| 6M | -7.4% | +55.3% | -62.7% | -16.9% |
| YTD | +11.0% | +53.3% | -42.3% | -0.4% |
| 1Y | -0.2% | +74.7% | -74.9% | -13.4% |
| 3Y | +23.8% | +205.8% | -182.1% | -6.8% |
| 5Y | +18.1% | +145.0% | -126.9% | -8.1% |
| 10Y | +94.6% | +266.0% | -171.4% | +36.2% |
| All | +4,267.1% | +7,372.9% | -3,105.8% | +946.5% |
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