+1,510.5%
SYY vs FE
+561.4%
+949.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -2.3% | +1.9% | -4.2% | -2.9% |
| 30D | -4.9% | -1.2% | -3.8% | -4.6% |
| 3M | +8.4% | +3.5% | +4.9% | +7.0% |
| 6M | -7.4% | -6.1% | -1.3% | -5.6% |
| YTD | +11.0% | +7.6% | +3.4% | +8.1% |
| 1Y | -0.2% | +11.9% | -12.1% | -4.2% |
| 3Y | +23.8% | +48.4% | -24.7% | +7.3% |
| 5Y | +18.1% | +44.8% | -26.7% | +2.1% |
| 10Y | +94.6% | +115.9% | -21.3% | +45.5% |
| All | +1,510.5% | +561.4% | +949.0% | +610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling