+20.7%
XYZ vs SYY
+8.7%
+12.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.8% | +11.5% | +14.9% |
| 7D | +16.5% | -6.3% | +22.9% | +16.5% |
| 30D | +15.0% | +0.7% | +14.2% | +15.0% |
| 3M | +3.5% | -6.4% | +9.9% | +3.5% |
| 6M | +21.9% | +7.6% | +14.3% | +22.1% |
| YTD | +34.6% | +7.4% | +27.2% | +40.1% |
| 1Y | +20.7% | +8.3% | +12.4% | +25.5% |
| All | +20.7% | +8.7% | +12.0% | +25.5% |
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 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