+129.0%
FITB vs SYY
+26.6%
+102.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -5.1% | -2.7% | -2.4% | -4.3% |
| 3M | +3.5% | +5.9% | -2.3% | +1.4% |
| 6M | +17.2% | -2.3% | +19.5% | +17.2% |
| YTD | +17.6% | +13.1% | +4.5% | +9.5% |
| 1Y | +23.4% | +3.8% | +19.6% | +19.7% |
| All | +129.0% | +26.6% | +102.4% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling