+7,843.3%
FIX vs SYY
+1,599.2%
+6,244.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.3% | +4.5% |
| 7D | -17.5% | -7.3% | -10.2% | -15.3% |
| 30D | -41.6% | +0.1% | -41.7% | -42.2% |
| 3M | -40.6% | -8.2% | -32.4% | -39.0% |
| 6M | -49.4% | +6.3% | -55.6% | -51.7% |
| YTD | +9.2% | +7.3% | +1.9% | +3.1% |
| 1Y | +6.5% | +8.5% | -2.0% | -0.2% |
| 3Y | +448.7% | +24.9% | +423.8% | +368.9% |
| 5Y | +948.7% | +8.0% | +940.7% | +846.6% |
| 10Y | +3,659.7% | +107.2% | +3,552.5% | +2,255.8% |
| All | +7,843.3% | +1,599.2% | +6,244.1% | +2,027.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling