+10,451.6%
TER vs SYY
+4,272.5%
+6,179.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +24.0% | +1.3% | +22.6% | +23.4% |
| 30D | -30.6% | -3.5% | -27.1% | -30.1% |
| 3M | -34.5% | -9.3% | -25.1% | -32.5% |
| 6M | -26.4% | +5.9% | -32.3% | -29.4% |
| YTD | +36.4% | +6.5% | +30.0% | +30.0% |
| 1Y | +47.4% | +4.0% | +43.4% | +41.6% |
| 3Y | +202.6% | +23.0% | +179.6% | +167.0% |
| 5Y | +83.9% | +14.3% | +69.5% | +67.8% |
| 10Y | +1,068.0% | +85.8% | +982.1% | +700.6% |
| All | +10,451.6% | +4,272.5% | +6,179.1% | +2,210.1% |
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 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