+1,622.6%
T vs SYY
+4,321.8%
-2,699.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -3.8% | -4.8% | +1.0% | -2.4% |
| 3M | -8.7% | -7.1% | -1.7% | -6.9% |
| 6M | -8.1% | +6.8% | -14.9% | -10.2% |
| YTD | -6.4% | +7.7% | -14.1% | -9.7% |
| 1Y | -9.8% | +5.7% | -15.4% | -12.4% |
| 3Y | +65.5% | +24.6% | +40.9% | +51.4% |
| 5Y | +57.0% | +15.6% | +41.3% | +45.3% |
| 10Y | +60.8% | +87.9% | -27.1% | +19.9% |
| All | +1,622.6% | +4,321.8% | -2,699.2% | +426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling