+8,607.9%
TPR vs SYY
+584.5%
+8,023.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.2% |
| 7D | +12.7% | -4.1% | +16.8% | +15.0% |
| 30D | +17.1% | +0.3% | +16.8% | +16.0% |
| 3M | -15.9% | -6.3% | -9.5% | -13.0% |
| 6M | +2.6% | +9.7% | -7.1% | -4.1% |
| YTD | +7.5% | +9.4% | -2.0% | -1.3% |
| 1Y | +32.9% | +7.3% | +25.7% | +23.4% |
| 3Y | +413.8% | +27.6% | +386.2% | +316.0% |
| 5Y | +263.9% | +12.5% | +251.3% | +220.8% |
| 10Y | +389.7% | +87.4% | +302.3% | +192.1% |
| All | +8,607.9% | +584.5% | +8,023.4% | +1,886.8% |
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 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