+13.7%
SYY vs FGI
-74.8%
+88.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -25.2% | +26.3% | +1.4% |
| 7D | +0.3% | -14.4% | +14.7% | +0.4% |
| 30D | -4.8% | -11.8% | +7.0% | -4.7% |
| 3M | -7.1% | -46.2% | +39.2% | -6.6% |
| 6M | +6.8% | +5.2% | +1.6% | +5.7% |
| YTD | +7.7% | +10.5% | -2.9% | +5.4% |
| 1Y | +5.7% | +25.5% | -19.8% | +2.9% |
| 3Y | +24.6% | -16.0% | +40.6% | +20.2% |
| All | +13.7% | -74.8% | +88.5% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling