-25.8%
TE vs SYY
+8.7%
-34.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.4% | -1.6% |
| 7D | +3.8% | -6.3% | +10.1% | +1.1% |
| 30D | -26.2% | +0.7% | -26.9% | -25.6% |
| 3M | -49.7% | -6.4% | -43.3% | -50.8% |
| 6M | -46.5% | +7.6% | -54.1% | -45.9% |
| YTD | -59.1% | +7.4% | -66.6% | -54.7% |
| 1Y | -25.8% | +8.3% | -34.1% | -16.2% |
| All | -25.8% | +8.7% | -34.6% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling