+8,200.6%
USB vs SYY
+4,281.4%
+3,919.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.3% |
| 7D | +2.4% | -6.3% | +8.7% | +4.9% |
| 30D | +6.6% | +0.7% | +5.8% | +5.9% |
| 3M | -4.1% | -7.1% | +3.0% | -1.6% |
| 6M | +12.5% | +6.8% | +5.6% | +8.7% |
| YTD | +17.6% | +6.7% | +11.0% | +12.2% |
| 1Y | +36.5% | +7.5% | +29.0% | +29.7% |
| 3Y | +95.4% | +23.8% | +71.6% | +73.6% |
| 5Y | +26.1% | +12.4% | +13.8% | +15.8% |
| 10Y | +101.3% | +105.9% | -4.7% | +40.6% |
| All | +8,200.6% | +4,281.4% | +3,919.2% | +2,834.0% |
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 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