-68.3%
U vs SYY
+22.4%
-90.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.6% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | -1.3% | -2.7% | +1.4% | +0.1% |
| 3M | +49.6% | +5.9% | +43.7% | +44.4% |
| 6M | +100.2% | -2.3% | +102.5% | +98.7% |
| YTD | -3.7% | +13.1% | -16.8% | -16.0% |
| 1Y | -6.5% | +3.8% | -10.3% | -13.3% |
| 3Y | +12.9% | +26.7% | -13.8% | -17.1% |
| 5Y | -68.3% | +19.4% | -87.7% | -73.1% |
| All | -68.3% | +22.4% | -90.7% | -73.1% |
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 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