+198.3%
W vs SYY
+187.5%
+10.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.8% | -3.2% |
| 7D | +1.1% | +4.7% | -3.7% | -1.1% |
| 30D | +6.4% | -0.7% | +7.1% | +6.6% |
| 3M | +9.0% | -6.8% | +15.7% | +12.5% |
| 6M | +69.8% | +8.6% | +61.2% | +60.7% |
| YTD | +12.1% | +8.4% | +3.7% | +4.6% |
| 1Y | 0.0% | +7.1% | -7.1% | -5.9% |
| 3Y | +160.3% | +25.2% | +135.1% | +123.4% |
| 5Y | -53.3% | +13.0% | -66.3% | -56.0% |
| 10Y | +217.0% | +88.9% | +128.1% | +110.9% |
| All | +198.3% | +187.5% | +10.8% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling