-38.4%
U vs SYY
+40.5%
-78.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | -4.1% | -2.3% | -1.8% | -3.4% |
| 3M | +57.8% | +5.5% | +52.3% | +54.7% |
| 6M | +103.5% | -1.0% | +104.5% | +101.8% |
| YTD | -4.8% | +14.1% | -18.9% | -12.3% |
| 1Y | -2.4% | +5.6% | -7.9% | -7.1% |
| 3Y | +11.7% | +27.9% | -16.2% | -4.8% |
| 5Y | -68.9% | +22.7% | -91.6% | -71.1% |
| All | -38.4% | +40.5% | -78.9% | -37.1% |
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 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