+448.7%
FIX vs SYY
+24.3%
+424.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.3% | +5.4% |
| 7D | -17.5% | -7.3% | -10.2% | -17.1% |
| 30D | -41.6% | +0.1% | -41.7% | -41.7% |
| 3M | -40.6% | -8.2% | -32.4% | -40.3% |
| 6M | -49.4% | +6.3% | -55.6% | -50.3% |
| YTD | +9.2% | +7.3% | +1.9% | +8.7% |
| 1Y | +6.5% | +8.5% | -2.0% | +5.9% |
| 3Y | +448.7% | +24.9% | +423.8% | +351.9% |
| All | +448.7% | +24.3% | +424.4% | +351.9% |
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