+6.9%
FPS vs SYY
-2.4%
+9.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.3% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | -17.6% | -2.7% | -14.8% | -17.2% |
| 3M | -45.8% | +5.9% | -51.7% | -47.7% |
| 6M | -10.1% | -2.3% | -7.8% | -10.0% |
| All | +6.9% | -2.4% | +9.2% | +6.7% |
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