+25.2%
SYY vs FICO
-24.1%
+49.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.0% |
| 7D | +4.7% | +0.9% | +3.9% | +4.7% |
| 30D | -0.7% | +9.4% | -10.1% | -1.3% |
| 3M | -6.8% | -30.4% | +23.6% | -5.3% |
| 6M | +8.6% | -35.1% | +43.8% | +10.5% |
| YTD | +8.4% | -56.8% | +65.2% | +13.6% |
| 1Y | +7.1% | -58.4% | +65.5% | +12.6% |
| 3Y | +25.2% | -26.7% | +51.9% | +28.3% |
| All | +25.2% | -24.1% | +49.3% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling