+64.2%
T vs SYY
+22.4%
+41.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.4% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | +4.6% | -2.7% | +7.3% | +5.4% |
| 3M | +12.2% | +5.9% | +6.3% | +10.3% |
| 6M | -6.5% | -2.3% | -4.1% | -6.3% |
| YTD | +4.9% | +13.1% | -8.2% | -0.3% |
| 1Y | -10.5% | +3.8% | -14.2% | -12.4% |
| 3Y | +104.6% | +26.7% | +77.9% | +84.8% |
| 5Y | +64.2% | +19.4% | +44.8% | +48.5% |
| All | +64.2% | +22.4% | +41.8% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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