+1,335.0%
FERG vs SYY
+357.5%
+977.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +3.4% | -2.8% | +6.1% | +3.6% |
| 30D | -11.5% | -5.3% | -6.2% | -11.2% |
| 3M | +1.3% | +5.1% | -3.8% | +0.9% |
| 6M | -1.0% | -5.0% | +4.0% | -0.8% |
| YTD | +3.2% | +10.7% | -7.5% | +2.3% |
| 1Y | -3.0% | +0.7% | -3.6% | -3.2% |
| 3Y | +55.0% | +24.0% | +31.0% | +52.7% |
| 5Y | +72.6% | +19.3% | +53.4% | +71.2% |
| 10Y | +358.9% | +96.4% | +262.5% | +372.0% |
| All | +1,335.0% | +357.5% | +977.5% | +1,311.7% |
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