+554.8%
XYZ vs SYY
+149.4%
+405.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | +12.6% | +4.7% | +7.9% | +10.4% |
| 30D | +10.8% | -0.7% | +11.5% | +11.1% |
| 3M | +8.4% | -6.8% | +15.1% | +11.8% |
| 6M | +14.3% | +8.6% | +5.7% | +8.9% |
| YTD | +31.5% | +8.4% | +23.1% | +22.7% |
| 1Y | +28.1% | +7.1% | +21.0% | +20.3% |
| 3Y | +66.2% | +25.2% | +41.0% | +40.8% |
| 5Y | -62.3% | +13.0% | -75.3% | -65.1% |
| 10Y | +634.6% | +88.9% | +545.7% | +405.9% |
| All | +554.8% | +149.4% | +405.3% | +332.9% |
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