+88.7%
SYY vs FICO
+512.2%
-423.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | -7.3% | -0.9% | -6.3% | -7.1% |
| 30D | +0.1% | +3.3% | -3.3% | -1.3% |
| 3M | -8.2% | -31.7% | +23.5% | -2.0% |
| 6M | +6.3% | -34.0% | +40.2% | +12.7% |
| YTD | +7.3% | -58.3% | +65.7% | +27.2% |
| 1Y | +8.5% | -57.9% | +66.4% | +28.1% |
| 3Y | +24.9% | -24.1% | +49.0% | +11.9% |
| 5Y | +8.0% | +85.3% | -77.3% | -37.0% |
| All | +88.7% | +512.2% | -423.6% | -26.2% |
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