+93.8%
SYY vs FICO
+605.7%
-512.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | +3.0% |
| 7D | -2.3% | -19.2% | +16.9% | +2.7% |
| 30D | -4.9% | -14.6% | +9.7% | -1.8% |
| 3M | +8.4% | -20.1% | +28.5% | +12.9% |
| 6M | -7.4% | -36.3% | +29.0% | +1.1% |
| YTD | +11.0% | -44.9% | +55.8% | +25.7% |
| 1Y | -0.2% | -38.6% | +38.4% | +7.9% |
| 3Y | +23.8% | +4.0% | +19.8% | +3.8% |
| 5Y | +18.1% | +99.5% | -81.4% | -28.0% |
| All | +93.8% | +605.7% | -512.0% | -31.7% |
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