+47.5%
FITB vs SYY
+15.0%
+32.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +2.8% | +0.3% | +2.4% | +2.6% |
| 30D | +9.8% | -4.8% | +14.6% | +12.0% |
| 3M | -5.2% | -7.1% | +1.9% | -2.2% |
| 6M | +17.3% | +6.8% | +10.5% | +12.2% |
| YTD | +19.3% | +7.7% | +11.6% | +10.3% |
| 1Y | +32.7% | +5.7% | +27.0% | +24.0% |
| 3Y | +141.6% | +24.6% | +117.0% | +96.0% |
| All | +47.5% | +15.0% | +32.4% | +24.3% |
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