+160.3%
W vs SYY
+25.9%
+134.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.8% | -3.3% |
| 7D | +1.1% | +4.7% | -3.7% | -0.7% |
| 30D | +6.4% | -0.7% | +7.1% | +6.5% |
| 3M | +9.0% | -6.8% | +15.7% | +11.8% |
| 6M | +69.8% | +8.6% | +61.2% | +60.5% |
| YTD | +12.1% | +8.4% | +3.7% | +2.9% |
| 1Y | 0.0% | +7.1% | -7.1% | -7.3% |
| 3Y | +160.3% | +25.2% | +135.1% | +87.2% |
| All | +160.3% | +25.9% | +134.4% | +87.2% |
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 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