+917.1%
SYY vs FFIV
+6,091.4%
-5,174.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +4.7% | -4.2% | +8.9% | +5.1% |
| 30D | -0.7% | -33.9% | +33.2% | +2.1% |
| 3M | -6.8% | -22.6% | +15.8% | -5.4% |
| 6M | +8.6% | -10.4% | +19.0% | +9.0% |
| YTD | +8.4% | +24.3% | -15.9% | +5.9% |
| 1Y | +7.1% | +31.8% | -24.7% | +4.1% |
| 3Y | +25.2% | +99.5% | -74.3% | +17.5% |
| 5Y | +13.0% | +40.7% | -27.8% | +8.3% |
| 10Y | +88.9% | +126.9% | -38.0% | +74.8% |
| All | +917.1% | +6,091.4% | -5,174.3% | +776.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling