-8.5%
FPS vs SYY
-8.2%
-0.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.7% | +2.5% |
| 7D | +3.1% | -2.3% | +5.4% | +3.2% |
| 30D | -18.6% | -4.9% | -13.6% | -18.4% |
| 3M | -51.5% | +8.4% | -59.8% | -53.9% |
| 6M | -8.5% | -7.4% | -1.2% | -6.8% |
| All | -8.5% | -8.2% | -0.3% | -6.8% |
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