+14,183.4%
TER vs SYY
+4,458.5%
+9,724.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.0% |
| 7D | +0.6% | -2.3% | +2.9% | +1.5% |
| 30D | -8.3% | -4.9% | -3.3% | -6.5% |
| 3M | -12.2% | +8.4% | -20.6% | -15.9% |
| 6M | +17.1% | -7.4% | +24.4% | +19.3% |
| YTD | +84.7% | +11.0% | +73.7% | +74.5% |
| 1Y | +199.9% | -0.2% | +200.2% | +194.2% |
| 3Y | +232.8% | +23.8% | +209.0% | +195.0% |
| 5Y | +198.6% | +18.1% | +180.4% | +170.5% |
| 10Y | +1,669.7% | +94.6% | +1,575.2% | +1,098.5% |
| All | +14,183.4% | +4,458.5% | +9,724.9% | +3,000.5% |
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