+25.8%
SYY vs FGI
-5.3%
+31.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -1.3% |
| 7D | -2.3% | +0.5% | -2.8% | -2.3% |
| 30D | -4.9% | +65.4% | -70.3% | -5.5% |
| 3M | +8.4% | +23.5% | -15.1% | +7.9% |
| 6M | -7.4% | +60.5% | -67.9% | -8.5% |
| YTD | +11.0% | +30.0% | -19.0% | +9.7% |
| 1Y | -0.2% | +82.1% | -82.3% | -2.1% |
| All | +25.8% | -5.3% | +31.1% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling