+4,267.1%
SYY vs FICO
+104,095.6%
-99,828.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | +0.6% |
| 7D | -2.3% | -19.2% | +16.9% | -0.1% |
| 30D | -4.9% | -14.6% | +9.7% | -3.5% |
| 3M | +8.4% | -20.1% | +28.5% | +10.5% |
| 6M | -7.4% | -36.3% | +29.0% | -3.8% |
| YTD | +11.0% | -44.9% | +55.8% | +16.9% |
| 1Y | -0.2% | -38.6% | +38.4% | +3.4% |
| 3Y | +23.8% | +4.0% | +19.8% | +18.9% |
| 5Y | +18.1% | +99.5% | -81.4% | +3.7% |
| 10Y | +94.6% | +604.7% | -510.1% | +52.1% |
| All | +4,267.1% | +104,095.6% | -99,828.4% | +3,053.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling