+11.6%
W vs SYY
+5.4%
+6.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | +0.5% | +1.5% | -1.0% | +0.3% |
| 30D | -5.6% | -2.3% | -3.3% | -5.2% |
| 3M | +41.9% | +5.5% | +36.4% | +39.1% |
| 6M | +30.2% | -1.0% | +31.2% | +28.2% |
| YTD | -2.9% | +14.1% | -17.1% | -9.2% |
| 1Y | +11.6% | +5.6% | +6.0% | +1.2% |
| All | +11.6% | +5.4% | +6.2% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling