+14.5%
FIX vs SYY
+7.3%
+7.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +9.3% |
| 7D | -7.2% | -4.1% | -3.1% | -6.9% |
| 30D | -35.1% | +0.3% | -35.4% | -35.2% |
| 3M | -34.3% | -6.3% | -27.9% | -33.7% |
| 6M | -42.9% | +9.7% | -52.6% | -45.7% |
| YTD | +19.5% | +9.4% | +10.0% | +22.9% |
| All | +14.5% | +7.3% | +7.2% | +16.2% |
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 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