+113.8%
SYY vs FLR
+19.7%
+94.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +3.9% | -3.5% | +7.4% | +4.7% |
| 30D | -1.7% | +4.2% | -5.9% | -2.8% |
| 3M | +5.2% | +8.1% | -2.9% | +2.3% |
| 6M | -0.2% | +21.5% | -21.7% | -6.2% |
| YTD | +15.4% | +36.8% | -21.4% | +5.1% |
| 1Y | +5.6% | +31.2% | -25.6% | -3.6% |
| 3Y | +28.9% | +53.9% | -25.0% | +6.1% |
| 5Y | +24.1% | +243.0% | -219.0% | -21.9% |
| All | +113.8% | +19.7% | +94.1% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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