+1,784.6%
SYY vs FDS
+10,480.1%
-8,695.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +0.3% | +1.5% | -1.2% | 0.0% |
| 30D | -4.8% | +14.8% | -19.6% | -7.2% |
| 3M | -7.1% | +16.3% | -23.3% | -10.0% |
| 6M | +6.8% | +66.2% | -59.4% | -4.0% |
| YTD | +7.7% | +16.2% | -8.6% | +2.4% |
| 1Y | +5.7% | +21.8% | -16.2% | -0.5% |
| 3Y | +24.6% | -23.9% | +48.4% | +27.6% |
| 5Y | +15.6% | -23.1% | +38.7% | +17.5% |
| 10Y | +87.9% | +128.7% | -40.8% | +58.4% |
| All | +1,784.6% | +10,480.1% | -8,695.5% | +978.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling