+57.8%
T vs SYY
+13.8%
+44.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | -2.9% | -3.5% | +0.6% | -2.0% |
| 3M | -7.5% | -9.3% | +1.8% | -5.0% |
| 6M | -9.9% | +5.9% | -15.8% | -11.6% |
| YTD | -6.4% | +6.5% | -12.9% | -9.6% |
| 1Y | -9.4% | +4.0% | -13.4% | -11.8% |
| 3Y | +64.9% | +23.0% | +41.9% | +49.7% |
| All | +57.8% | +13.8% | +44.1% | +46.1% |
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