-23.7%
FPS vs SYY
-7.1%
-16.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | +0.1% |
| 7D | +13.6% | +0.3% | +13.2% | +13.6% |
| 30D | -32.4% | -4.8% | -27.6% | -32.9% |
| 3M | -41.1% | -7.1% | -34.0% | -41.4% |
| 6M | -51.4% | +6.8% | -58.2% | -55.1% |
| All | -23.7% | -7.1% | -16.7% | -24.5% |
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