+533.2%
XYZ vs SYY
+155.4%
+377.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.1% |
| 7D | -1.0% | -2.3% | +1.3% | +0.1% |
| 30D | -1.7% | -4.9% | +3.2% | +0.7% |
| 3M | +16.7% | +8.4% | +8.4% | +11.8% |
| 6M | +26.9% | -7.4% | +34.2% | +29.8% |
| YTD | +27.1% | +11.0% | +16.2% | +17.5% |
| 1Y | +9.3% | -0.2% | +9.5% | +6.4% |
| 3Y | +42.3% | +23.8% | +18.5% | +21.6% |
| 5Y | -69.3% | +18.1% | -87.5% | -72.1% |
| 10Y | +586.8% | +94.6% | +492.2% | +368.2% |
| All | +533.2% | +155.4% | +377.8% | +314.7% |
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