+72.6%
XYZ vs SYY
+24.3%
+48.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +1.2% |
| 7D | +12.1% | -7.3% | +19.4% | +13.9% |
| 30D | +12.4% | +0.1% | +12.3% | +12.3% |
| 3M | +8.2% | -8.2% | +16.4% | +10.0% |
| 6M | +20.7% | +6.3% | +14.4% | +18.5% |
| YTD | +31.3% | +7.3% | +24.0% | +26.6% |
| 1Y | +20.5% | +8.5% | +12.0% | +15.6% |
| 3Y | +72.6% | +24.9% | +47.7% | +50.2% |
| All | +72.6% | +24.3% | +48.3% | +50.2% |
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