+376.5%
FIS vs SYY
+448.3%
-71.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.4% |
| 7D | +1.1% | -2.3% | +3.4% | +2.1% |
| 30D | -2.2% | -4.9% | +2.7% | -0.1% |
| 3M | +2.1% | +8.4% | -6.2% | -1.4% |
| 6M | -14.7% | -7.4% | -7.3% | -12.9% |
| YTD | -35.7% | +11.0% | -46.7% | -39.8% |
| 1Y | -37.1% | -0.2% | -36.8% | -38.3% |
| 3Y | -20.0% | +23.8% | -43.8% | -29.3% |
| 5Y | -62.1% | +18.1% | -80.3% | -66.0% |
| 10Y | -37.4% | +94.6% | -132.0% | -58.9% |
| All | +376.5% | +448.3% | -71.8% | +86.7% |
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