+3,553.2%
FIX vs SYY
+88.7%
+3,464.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +9.4% | +0.3% | +9.1% | +9.3% |
| 30D | -27.8% | -4.8% | -23.0% | -26.8% |
| 3M | -35.6% | -7.1% | -28.5% | -34.2% |
| 6M | -45.2% | +6.8% | -52.0% | -47.8% |
| YTD | +19.5% | +7.7% | +11.8% | +12.8% |
| 1Y | +24.2% | +5.7% | +18.6% | +18.1% |
| 3Y | +494.2% | +24.6% | +469.6% | +407.6% |
| 5Y | +1,036.1% | +15.6% | +1,020.5% | +892.9% |
| All | +3,553.2% | +88.7% | +3,464.5% | +2,333.5% |
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 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