-80.8%
FIG vs SYY
+6.5%
-87.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.7% |
| 7D | -12.2% | +1.5% | -13.7% | -12.0% |
| 30D | -11.0% | -2.3% | -8.7% | -11.4% |
| 3M | +11.9% | +5.5% | +6.4% | +13.1% |
| 6M | -21.9% | -1.0% | -20.9% | -21.4% |
| YTD | -40.8% | +14.1% | -54.9% | -39.4% |
| 1Y | -56.6% | +5.6% | -62.2% | -56.5% |
| All | -80.8% | +6.5% | -87.4% | -81.4% |
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