+83.6%
USB vs SYY
+87.3%
-3.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | +5.7% | -2.2% | +7.9% | +6.5% |
| 3M | -4.7% | -8.0% | +3.3% | -1.1% |
| 6M | +13.4% | +7.5% | +5.9% | +8.2% |
| YTD | +17.0% | +7.4% | +9.6% | +9.5% |
| 1Y | +32.4% | +4.9% | +27.5% | +25.4% |
| 3Y | +101.7% | +24.1% | +77.6% | +71.9% |
| 5Y | +24.4% | +13.4% | +11.1% | +9.8% |
| 10Y | +83.6% | +87.5% | -4.0% | +25.8% |
| All | +83.6% | +87.3% | -3.7% | +25.8% |
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