+40.5%
W vs SYY
+25.4%
+15.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +6.5% | -2.8% | +9.3% | +7.8% |
| 30D | -6.2% | -5.3% | -0.9% | -4.0% |
| 3M | +48.9% | +5.1% | +43.8% | +43.9% |
| 6M | +31.2% | -5.0% | +36.2% | +32.5% |
| YTD | -0.4% | +10.7% | -11.1% | -9.5% |
| 1Y | +14.8% | +0.7% | +14.1% | +10.9% |
| 3Y | +40.5% | +24.0% | +16.5% | +8.6% |
| All | +40.5% | +25.4% | +15.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling