-39.0%
U vs SYY
+36.6%
-75.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -3.8% | -2.3% | -1.5% | -3.1% |
| 30D | +17.5% | -4.9% | +22.4% | +19.4% |
| 3M | +38.7% | +8.4% | +30.3% | +34.6% |
| 6M | +104.4% | -7.4% | +111.8% | +107.7% |
| YTD | -5.7% | +11.0% | -16.7% | -12.3% |
| 1Y | +3.7% | -0.2% | +3.9% | +0.9% |
| 3Y | +12.3% | +23.8% | -11.4% | -3.2% |
| 5Y | -68.8% | +18.1% | -87.0% | -70.8% |
| All | -39.0% | +36.6% | -75.7% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling