+13.4%
SYY vs FGI
-68.3%
+81.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -0.9% |
| 7D | 0.0% | +6.9% | -6.9% | -0.1% |
| 30D | -2.2% | +3.9% | -6.2% | -2.3% |
| 3M | -8.0% | +74.3% | -82.3% | -9.4% |
| 6M | +7.5% | +28.9% | -21.5% | +6.3% |
| YTD | +7.4% | +39.1% | -31.7% | +5.0% |
| 1Y | +4.9% | +49.3% | -44.5% | +2.0% |
| 3Y | +24.1% | +5.7% | +18.4% | +19.6% |
| All | +13.4% | -68.3% | +81.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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