-73.3%
U vs SYY
+15.0%
-88.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.7% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | +27.6% | -4.8% | +32.3% | +29.5% |
| 3M | +15.3% | -7.1% | +22.4% | +18.2% |
| 6M | +96.4% | +6.8% | +89.6% | +84.5% |
| YTD | +19.6% | +7.7% | +11.9% | +4.9% |
| 1Y | +42.1% | +5.7% | +36.4% | +26.0% |
| 3Y | +87.5% | +24.6% | +63.0% | +31.6% |
| All | -73.3% | +15.0% | -88.3% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling