+5,993.3%
FIX vs SYY
+94.9%
+5,898.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.5% |
| 7D | +6.1% | -2.8% | +8.8% | +7.3% |
| 30D | -2.7% | -5.3% | +2.6% | -0.5% |
| 3M | -10.9% | +5.1% | -16.0% | -13.5% |
| 6M | +29.0% | -5.0% | +34.0% | +30.3% |
| YTD | +76.9% | +10.7% | +66.2% | +66.9% |
| 1Y | +130.7% | +0.7% | +130.1% | +125.6% |
| 3Y | +790.7% | +24.0% | +766.6% | +671.7% |
| 5Y | +2,185.6% | +19.3% | +2,166.3% | +1,895.6% |
| 10Y | +5,993.3% | +96.4% | +5,896.9% | +4,142.2% |
| All | +5,993.3% | +94.9% | +5,898.4% | +4,142.2% |
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