-42.9%
FPS vs SYY
+7.8%
-50.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.9% | +15.3% | +13.3% |
| 7D | +9.5% | 0.0% | +9.5% | +8.0% |
| 30D | -33.8% | -2.2% | -31.5% | -33.7% |
| 3M | -34.9% | -8.0% | -26.8% | -40.0% |
| 6M | -42.9% | +7.5% | -50.4% | -36.5% |
| All | -42.9% | +7.8% | -50.7% | -36.5% |
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 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