-40.6%
FIS vs SYY
+116.5%
-157.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -7.9% | +3.9% | -11.8% | -9.3% |
| 30D | -8.0% | -1.7% | -6.2% | -7.4% |
| 3M | +0.6% | +5.2% | -4.6% | -1.4% |
| 6M | -22.2% | -0.2% | -22.0% | -22.9% |
| YTD | -40.8% | +15.4% | -56.2% | -45.1% |
| 1Y | -41.5% | +5.6% | -47.1% | -43.8% |
| 3Y | -25.5% | +28.9% | -54.4% | -34.7% |
| 5Y | -64.8% | +24.1% | -88.8% | -68.7% |
| All | -40.6% | +116.5% | -157.1% | -56.4% |
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 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