-0.2%
SYY vs FICO
-39.1%
+38.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | -0.7% |
| 7D | -2.3% | -19.2% | +16.9% | -1.7% |
| 30D | -4.9% | -14.6% | +9.7% | -4.5% |
| 3M | +8.4% | -20.1% | +28.5% | +9.1% |
| 6M | -7.4% | -36.3% | +29.0% | -5.8% |
| YTD | +11.0% | -44.9% | +55.8% | +14.2% |
| 1Y | -0.2% | -38.6% | +38.4% | +2.9% |
| All | -0.2% | -39.1% | +38.8% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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