+1,780.7%
SYY vs FDS
+10,549.7%
-8,769.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.4% |
| 7D | 0.0% | -2.1% | +2.1% | +0.4% |
| 30D | -2.2% | +16.0% | -18.2% | -4.9% |
| 3M | -8.0% | +18.8% | -26.8% | -11.3% |
| 6M | +7.5% | +54.1% | -46.6% | -2.0% |
| YTD | +7.4% | +17.0% | -9.6% | +2.1% |
| 1Y | +4.9% | +25.5% | -20.7% | -1.9% |
| 3Y | +24.1% | -23.3% | +47.4% | +26.9% |
| 5Y | +13.4% | -22.6% | +36.0% | +15.1% |
| 10Y | +87.5% | +130.2% | -42.7% | +57.9% |
| All | +1,780.7% | +10,549.7% | -8,769.0% | +974.8% |
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