+11.9%
U vs SYY
+26.6%
-14.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | -1.3% | -2.7% | +1.4% | -1.1% |
| 3M | +49.6% | +5.9% | +43.7% | +48.8% |
| 6M | +100.2% | -2.3% | +102.5% | +101.0% |
| YTD | -3.7% | +13.1% | -16.8% | -8.3% |
| 1Y | -6.5% | +3.8% | -10.3% | -8.0% |
| All | +11.9% | +26.6% | -14.7% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling