+43.2%
TER vs SYY
+8.7%
+34.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.6% | -6.7% |
| 7D | -19.9% | -6.3% | -13.5% | -19.7% |
| 30D | -43.5% | +0.7% | -44.3% | -43.9% |
| 3M | -37.8% | -6.4% | -31.4% | -37.6% |
| 6M | -25.6% | +7.6% | -33.2% | -30.0% |
| YTD | +29.8% | +7.4% | +22.4% | +32.5% |
| 1Y | +43.2% | +8.3% | +34.9% | +47.1% |
| All | +43.2% | +8.7% | +34.4% | +47.1% |
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 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