+24.0%
SYY vs TAP
-31.5%
+55.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.9% |
| 7D | -2.8% | -2.3% | -0.5% | -2.1% |
| 30D | -5.3% | -9.4% | +4.1% | -2.6% |
| 3M | +5.1% | -0.8% | +5.9% | +4.9% |
| 6M | -5.0% | -14.7% | +9.8% | -0.9% |
| YTD | +10.7% | -13.9% | +24.6% | +14.6% |
| 1Y | +0.7% | -18.6% | +19.3% | +6.0% |
| 3Y | +24.0% | -32.0% | +56.1% | +36.4% |
| All | +24.0% | -31.5% | +55.5% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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