+2,896.1%
FITB vs SYY
+4,458.5%
-1,562.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.5% |
| 7D | +0.6% | -2.3% | +2.9% | +1.9% |
| 30D | -4.7% | -4.9% | +0.2% | -2.1% |
| 3M | +6.7% | +8.4% | -1.7% | +1.7% |
| 6M | +12.6% | -7.4% | +19.9% | +15.6% |
| YTD | +19.1% | +11.0% | +8.1% | +9.7% |
| 1Y | +22.6% | -0.2% | +22.9% | +19.6% |
| 3Y | +127.1% | +23.8% | +103.4% | +93.6% |
| 5Y | +71.8% | +18.1% | +53.7% | +49.6% |
| 10Y | +287.2% | +94.6% | +192.6% | +152.7% |
| All | +2,896.1% | +4,458.5% | -1,562.4% | +585.0% |
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