+87.5%
SYY vs FICO
+544.1%
-456.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | 0.0% | +4.0% | -4.0% | -0.9% |
| 30D | -2.2% | -1.5% | -0.7% | -2.3% |
| 3M | -8.0% | -29.8% | +21.8% | -2.4% |
| 6M | +7.5% | -33.3% | +40.7% | +13.9% |
| YTD | +7.4% | -56.9% | +64.3% | +26.4% |
| 1Y | +4.9% | -59.5% | +64.3% | +25.5% |
| 3Y | +24.1% | -26.9% | +51.0% | +13.2% |
| 5Y | +13.4% | +92.9% | -79.5% | -34.6% |
| 10Y | +87.5% | +539.5% | -452.0% | -29.3% |
| All | +87.5% | +544.1% | -456.6% | -29.3% |
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