+113.8%
SYY vs FDS
+64.8%
+49.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +3.9% | -14.0% | +17.9% | +8.9% |
| 30D | -1.7% | -6.2% | +4.5% | -0.2% |
| 3M | +5.2% | +10.2% | -5.0% | +0.5% |
| 6M | -0.2% | +27.4% | -27.6% | -11.2% |
| YTD | +15.4% | -9.3% | +24.6% | +15.6% |
| 1Y | +5.6% | -28.6% | +34.2% | +16.3% |
| 3Y | +28.9% | -36.8% | +65.7% | +47.0% |
| 5Y | +24.1% | -28.6% | +52.7% | +30.0% |
| All | +113.8% | +64.8% | +49.0% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling