+3,601.2%
FIX vs SYY
+86.6%
+3,514.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | +16.9% | +1.3% | +15.6% | +16.4% |
| 30D | -30.6% | -3.5% | -27.1% | -30.2% |
| 3M | -35.1% | -9.3% | -25.8% | -33.1% |
| 6M | -44.0% | +5.9% | -49.9% | -46.5% |
| YTD | +21.0% | +6.5% | +14.6% | +14.9% |
| 1Y | +16.2% | +4.0% | +12.1% | +11.2% |
| 3Y | +506.9% | +23.0% | +483.9% | +421.3% |
| 5Y | +1,051.1% | +14.3% | +1,036.7% | +910.7% |
| All | +3,601.2% | +86.6% | +3,514.6% | +2,377.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling