+2,900.6%
FITB vs SYY
+4,321.8%
-1,421.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | +2.8% | +0.3% | +2.4% | +2.6% |
| 30D | +9.8% | -4.8% | +14.6% | +12.3% |
| 3M | -5.2% | -7.1% | +1.9% | -1.9% |
| 6M | +17.3% | +6.8% | +10.5% | +12.0% |
| YTD | +19.3% | +7.7% | +11.6% | +11.0% |
| 1Y | +32.7% | +5.7% | +27.0% | +24.7% |
| 3Y | +141.6% | +24.6% | +117.0% | +103.8% |
| 5Y | +48.9% | +15.6% | +33.2% | +30.6% |
| 10Y | +216.5% | +87.9% | +128.6% | +110.2% |
| All | +2,900.6% | +4,321.8% | -1,421.2% | +593.5% |
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 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