+5.0%
SYY vs FFIV
+33.1%
-28.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -0.9% |
| 7D | 0.0% | -2.9% | +2.9% | 0.0% |
| 30D | -2.2% | -32.4% | +30.2% | -2.6% |
| 3M | -8.0% | -22.7% | +14.7% | -8.4% |
| 6M | +7.5% | -10.7% | +18.2% | +5.8% |
| YTD | +7.4% | +25.4% | -17.9% | +2.2% |
| All | +5.0% | +33.1% | -28.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling