+214.8%
TER vs SYY
+5.4%
+209.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.5% |
| 7D | +9.4% | +1.5% | +7.9% | +9.3% |
| 30D | -2.4% | -2.3% | -0.1% | -2.3% |
| 3M | +6.5% | +5.5% | +1.0% | +4.7% |
| 6M | +23.2% | -1.0% | +24.1% | +20.4% |
| YTD | +91.5% | +14.1% | +77.4% | +101.0% |
| 1Y | +214.8% | +5.6% | +209.3% | +213.8% |
| All | +214.8% | +5.4% | +209.4% | +213.8% |
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