+170.2%
VEA vs SYY
+360.2%
-190.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +0.4% | -2.7% | +3.2% | +1.5% |
| 3M | +4.8% | +5.9% | -1.1% | +2.1% |
| 6M | +11.3% | -2.3% | +13.6% | +11.0% |
| YTD | +17.4% | +13.1% | +4.3% | +9.8% |
| 1Y | +26.2% | +3.8% | +22.4% | +22.1% |
| 3Y | +77.7% | +26.7% | +51.0% | +55.5% |
| 5Y | +60.9% | +19.4% | +41.5% | +41.9% |
| 10Y | +163.6% | +112.0% | +51.6% | +51.2% |
| All | +170.2% | +360.2% | -190.0% | -15.2% |
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