-62.3%
W vs SYY
+22.4%
-84.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -1.5% |
| 7D | +5.9% | -0.2% | +6.1% | +6.0% |
| 30D | -3.0% | -2.7% | -0.3% | -1.1% |
| 3M | +40.3% | +5.9% | +34.5% | +32.6% |
| 6M | +32.2% | -2.3% | +34.6% | +31.3% |
| YTD | -0.3% | +13.1% | -13.4% | -14.8% |
| 1Y | +16.2% | +3.8% | +12.4% | +7.2% |
| 3Y | +40.7% | +26.7% | +14.0% | +1.6% |
| 5Y | -62.3% | +19.4% | -81.8% | -66.5% |
| All | -62.3% | +22.4% | -84.7% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling