+210.1%
W vs SYY
+88.7%
+121.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +0.2% | +0.3% | -0.2% | 0.0% |
| 30D | +6.8% | -4.8% | +11.6% | +9.5% |
| 3M | +10.7% | -7.1% | +17.7% | +14.6% |
| 6M | +86.3% | +6.8% | +79.6% | +77.5% |
| YTD | +11.5% | +7.7% | +3.8% | +4.0% |
| 1Y | +5.1% | +5.7% | -0.6% | -0.8% |
| 3Y | +171.0% | +24.6% | +146.4% | +130.9% |
| 5Y | -56.6% | +15.6% | -72.3% | -59.7% |
| All | +210.1% | +88.7% | +121.4% | +103.0% |
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 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