+19.4%
SYY vs FDS
-23.5%
+42.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.7% |
| 7D | -0.2% | -8.8% | +8.6% | +1.3% |
| 30D | -2.7% | -1.4% | -1.4% | -2.7% |
| 3M | +5.9% | +13.9% | -8.0% | +2.9% |
| 6M | -2.3% | +27.4% | -29.7% | -7.9% |
| YTD | +13.1% | -2.5% | +15.6% | +13.6% |
| 1Y | +3.8% | -23.8% | +27.5% | +12.4% |
| 3Y | +26.7% | -32.5% | +59.2% | +41.0% |
| 5Y | +19.4% | -23.2% | +42.6% | +30.3% |
| All | +19.4% | -23.5% | +42.9% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling