+87.4%
SYY vs FICO
+544.0%
-456.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.3% |
| 7D | -4.1% | -0.1% | -4.1% | -4.1% |
| 30D | +0.3% | +8.4% | -8.1% | -2.2% |
| 3M | -6.3% | -30.5% | +24.2% | -0.4% |
| 6M | +9.7% | -35.7% | +45.4% | +17.4% |
| YTD | +9.4% | -57.2% | +66.6% | +29.0% |
| 1Y | +7.3% | -58.4% | +65.7% | +27.3% |
| 3Y | +27.6% | -24.8% | +52.5% | +15.1% |
| 5Y | +12.5% | +79.3% | -66.7% | -32.9% |
| 10Y | +87.4% | +531.6% | -444.2% | -29.7% |
| All | +87.4% | +544.0% | -456.5% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling