+9,717.5%
TER vs SYY
+4,352.2%
+5,365.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.1% |
| 7D | -8.9% | +4.7% | -13.6% | -10.5% |
| 30D | -39.1% | -0.7% | -38.4% | -39.3% |
| 3M | -32.8% | -6.8% | -26.0% | -31.5% |
| 6M | -31.7% | +8.6% | -40.4% | -35.2% |
| YTD | +26.9% | +8.4% | +18.5% | +20.2% |
| 1Y | +33.6% | +7.1% | +26.5% | +26.8% |
| 3Y | +181.5% | +25.2% | +156.3% | +146.7% |
| 5Y | +76.1% | +13.0% | +63.2% | +61.5% |
| 10Y | +1,006.2% | +88.9% | +917.3% | +653.6% |
| All | +9,717.5% | +4,352.2% | +5,365.3% | +2,034.7% |
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