-66.1%
FIS vs SYY
+22.4%
-88.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.3% |
| 7D | -9.1% | -0.2% | -8.8% | -9.0% |
| 30D | -10.4% | -2.7% | -7.7% | -9.4% |
| 3M | -3.7% | +5.9% | -9.6% | -6.1% |
| 6M | -24.8% | -2.3% | -22.4% | -24.7% |
| YTD | -41.6% | +13.1% | -54.7% | -46.3% |
| 1Y | -42.7% | +3.8% | -46.5% | -44.9% |
| 3Y | -26.2% | +26.7% | -53.0% | -37.8% |
| 5Y | -66.1% | +19.4% | -85.5% | -71.3% |
| All | -66.1% | +22.4% | -88.5% | -71.3% |
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