+23.6%
SYY vs FANG
+232.6%
-209.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.9% | +2.9% | +1.1% | +3.6% |
| 30D | -1.7% | +2.6% | -4.4% | -2.1% |
| 3M | +5.2% | +7.6% | -2.4% | +4.0% |
| 6M | -0.2% | +17.3% | -17.5% | -2.9% |
| YTD | +15.4% | +38.7% | -23.3% | +9.3% |
| 1Y | +5.6% | +51.6% | -46.1% | -1.4% |
| 3Y | +28.9% | +50.0% | -21.1% | +17.7% |
| All | +23.6% | +232.6% | -209.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling