+27.5%
F vs SYY
+1.1%
+26.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.2% |
| 7D | +1.2% | -2.8% | +3.9% | +1.9% |
| 30D | +1.2% | -5.3% | +6.5% | +2.8% |
| 3M | -5.7% | +5.1% | -10.7% | -7.2% |
| 6M | +17.9% | -5.0% | +22.9% | +18.8% |
| YTD | +10.4% | +10.7% | -0.3% | +6.3% |
| All | +27.5% | +1.1% | +26.4% | +24.7% |
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 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