+112.0%
SYY vs FE
+110.4%
+1.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -2.7% | -1.2% | -1.6% | -2.3% |
| 3M | +5.9% | +1.7% | +4.2% | +5.1% |
| 6M | -2.3% | -7.5% | +5.2% | +0.5% |
| YTD | +13.1% | +6.3% | +6.8% | +10.0% |
| 1Y | +3.8% | +10.9% | -7.1% | -0.8% |
| 3Y | +26.7% | +46.9% | -20.2% | +6.9% |
| 5Y | +19.4% | +47.6% | -28.2% | -1.1% |
| 10Y | +112.0% | +114.5% | -2.5% | +68.1% |
| All | +112.0% | +110.4% | +1.6% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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