+247.6%
FIS vs SYY
+430.8%
-183.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +7.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | -11.8% | -2.2% | -9.6% | -11.7% |
| 3M | -28.5% | -8.0% | -20.5% | -26.6% |
| 6M | -27.0% | +7.5% | -34.5% | -30.0% |
| YTD | -53.1% | +7.4% | -60.5% | -55.8% |
| 1Y | -52.8% | +4.9% | -57.6% | -55.1% |
| 3Y | -37.5% | +24.1% | -61.6% | -45.3% |
| 5Y | -71.1% | +13.4% | -84.4% | -73.8% |
| 10Y | -52.0% | +87.5% | -139.6% | -68.2% |
| All | +247.6% | +430.8% | -183.2% | +36.9% |
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