+8,398.6%
TPR vs SYY
+571.2%
+7,827.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -2.4% |
| 7D | +14.2% | -7.3% | +21.5% | +19.0% |
| 30D | +17.1% | +0.1% | +17.0% | +16.2% |
| 3M | -17.7% | -8.2% | -9.5% | -13.8% |
| 6M | -10.2% | +6.3% | -16.4% | -14.4% |
| YTD | +4.9% | +7.3% | -2.4% | -2.5% |
| 1Y | +36.1% | +8.5% | +27.7% | +25.5% |
| 3Y | +416.5% | +24.9% | +391.5% | +323.8% |
| 5Y | +254.8% | +8.0% | +246.7% | +221.0% |
| 10Y | +391.7% | +107.2% | +284.5% | +173.3% |
| All | +8,398.6% | +571.2% | +7,827.4% | +1,862.9% |
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