+22.7%
USB vs SYY
+8.4%
+14.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.2% |
| 7D | -1.5% | -8.8% | +7.4% | +2.1% |
| 30D | +4.3% | -2.9% | +7.1% | +5.2% |
| 3M | -6.1% | -10.7% | +4.6% | -1.9% |
| 6M | +9.4% | +4.0% | +5.4% | +6.6% |
| YTD | +15.2% | +4.3% | +10.8% | +9.4% |
| 1Y | +32.8% | +5.0% | +27.7% | +25.6% |
| 3Y | +91.3% | +21.1% | +70.2% | +64.5% |
| 5Y | +22.7% | +5.0% | +17.6% | +13.0% |
| All | +22.7% | +8.4% | +14.2% | +13.0% |
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