+764.4%
FIX vs SYY
+26.8%
+737.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +6.0% | -2.3% | +8.3% | +6.2% |
| 30D | -7.2% | -4.9% | -2.3% | -6.8% |
| 3M | -15.9% | +8.4% | -24.2% | -17.2% |
| 6M | +12.7% | -7.4% | +20.1% | +12.5% |
| YTD | +72.8% | +11.0% | +61.8% | +71.8% |
| 1Y | +122.9% | -0.2% | +123.1% | +122.8% |
| All | +764.4% | +26.8% | +737.6% | +736.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling