+1,842.9%
SYY vs FDS
+9,502.8%
-7,659.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.6% |
| 7D | -2.3% | -1.9% | -0.4% | -2.0% |
| 30D | -4.9% | +9.0% | -14.0% | -6.6% |
| 3M | +8.4% | +18.9% | -10.5% | +4.4% |
| 6M | -7.4% | +35.1% | -42.5% | -13.6% |
| YTD | +11.0% | +5.5% | +5.5% | +7.8% |
| 1Y | -0.2% | -16.8% | +16.6% | +1.1% |
| 3Y | +23.8% | -28.1% | +51.8% | +28.4% |
| 5Y | +18.1% | -17.4% | +35.6% | +18.7% |
| 10Y | +94.6% | +85.4% | +9.1% | +70.2% |
| All | +1,842.9% | +9,502.8% | -7,659.9% | +1,035.3% |
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