+67.5%
FERG vs SYY
+20.0%
+47.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.0% | +1.5% | -2.5% | -1.6% |
| 30D | -11.8% | -2.3% | -9.5% | -11.1% |
| 3M | -1.2% | +5.5% | -6.7% | -3.4% |
| 6M | -2.3% | -1.0% | -1.3% | -2.9% |
| YTD | +0.8% | +14.1% | -13.3% | -5.7% |
| 1Y | +0.5% | +5.6% | -5.1% | -3.0% |
| 3Y | +51.4% | +27.9% | +23.5% | +33.2% |
| 5Y | +67.5% | +22.7% | +44.8% | +51.9% |
| All | +67.5% | +20.0% | +47.5% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling