+13.8%
FIX vs SYY
+6.3%
+7.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -13.9% | +4.7% | -18.7% | -13.9% |
| 30D | -35.5% | -0.7% | -34.9% | -35.6% |
| 3M | -33.9% | -6.8% | -27.2% | -33.4% |
| 6M | -43.3% | +8.6% | -51.9% | -46.0% |
| YTD | +18.7% | +8.4% | +10.3% | +22.2% |
| 1Y | +13.8% | +7.1% | +6.7% | +15.5% |
| All | +13.8% | +6.3% | +7.5% | +15.5% |
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 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