+11.4%
FPS vs SYY
-4.4%
+15.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.1% |
| 7D | +10.4% | -2.8% | +13.2% | +10.7% |
| 30D | -16.5% | -5.3% | -11.3% | -16.0% |
| 3M | -45.5% | +5.1% | -50.6% | -47.7% |
| 6M | +2.1% | -5.0% | +7.1% | +3.2% |
| All | +11.4% | -4.4% | +15.9% | +11.5% |
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 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