+14.4%
FIX vs SYY
+8.7%
+5.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.8% | -18.9% | -15.0% |
| 7D | -18.9% | -6.3% | -12.6% | -18.4% |
| 30D | -36.3% | +0.7% | -37.0% | -36.6% |
| 3M | -38.5% | -6.4% | -32.1% | -38.1% |
| 6M | -42.3% | +7.6% | -49.9% | -44.9% |
| YTD | +17.1% | +7.4% | +9.7% | +20.1% |
| 1Y | +14.4% | +8.3% | +6.1% | +16.3% |
| All | +14.4% | +8.7% | +5.6% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling