-22.7%
U vs SYY
+32.5%
-55.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.9% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +27.6% | -4.8% | +32.3% | +28.8% |
| 3M | +15.3% | -7.1% | +22.4% | +17.1% |
| 6M | +96.4% | +6.8% | +89.6% | +89.4% |
| YTD | +19.6% | +7.7% | +11.9% | +11.3% |
| 1Y | +42.1% | +5.7% | +36.4% | +33.1% |
| 3Y | +87.5% | +24.6% | +63.0% | +59.0% |
| 5Y | -73.1% | +15.6% | -88.8% | -74.8% |
| All | -22.7% | +32.5% | -55.3% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling