-80.9%
FIG vs SYY
+5.6%
-86.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.4% | -2.9% |
| 7D | -14.5% | -0.2% | -14.2% | -14.5% |
| 30D | -13.3% | -2.7% | -10.6% | -13.8% |
| 3M | +7.4% | +5.9% | +1.5% | +8.7% |
| 6M | -27.8% | -2.3% | -25.5% | -27.5% |
| YTD | -41.1% | +13.1% | -54.2% | -39.9% |
| 1Y | -58.7% | +3.8% | -62.5% | -58.0% |
| All | -80.9% | +5.6% | -86.5% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling