+211.9%
TER vs SYY
+20.0%
+191.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.9% |
| 7D | +9.4% | +1.5% | +7.9% | +8.6% |
| 30D | -2.4% | -2.3% | -0.1% | -1.6% |
| 3M | +6.5% | +5.5% | +1.0% | +2.7% |
| 6M | +23.2% | -1.0% | +24.1% | +21.7% |
| YTD | +91.5% | +14.1% | +77.4% | +76.1% |
| 1Y | +214.8% | +5.6% | +209.3% | +199.2% |
| 3Y | +275.3% | +27.9% | +247.5% | +209.4% |
| 5Y | +211.9% | +22.7% | +189.2% | +171.4% |
| All | +211.9% | +20.0% | +191.9% | +171.4% |
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