+351.3%
FERG vs SYY
+116.5%
+234.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -2.6% | +3.9% | -6.5% | -2.9% |
| 30D | -8.9% | -1.7% | -7.1% | -8.8% |
| 3M | -2.0% | +5.2% | -7.2% | -2.5% |
| 6M | -3.2% | -0.2% | -3.0% | -3.4% |
| YTD | +1.5% | +15.4% | -13.9% | +0.1% |
| 1Y | +0.5% | +5.6% | -5.1% | -0.3% |
| 3Y | +50.4% | +28.9% | +21.5% | +47.4% |
| 5Y | +68.7% | +24.1% | +44.6% | +66.6% |
| All | +351.3% | +116.5% | +234.8% | +376.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling