-49.4%
FIX vs SYY
+5.8%
-55.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.3% | +6.9% |
| 7D | -17.5% | -7.3% | -10.2% | -20.6% |
| 30D | -41.6% | +0.1% | -41.7% | -40.2% |
| 3M | -40.6% | -8.2% | -32.4% | -43.5% |
| 6M | -49.4% | +6.3% | -55.6% | -45.8% |
| All | -49.4% | +5.8% | -55.2% | -45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling