+476.1%
SYY vs FLR
+609.6%
-133.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.8% | +0.7% | -3.4% | -2.9% |
| 30D | -5.3% | -0.7% | -4.6% | -5.3% |
| 3M | +5.1% | +14.3% | -9.3% | +1.3% |
| 6M | -5.0% | +25.6% | -30.6% | -10.8% |
| YTD | +10.7% | +42.9% | -32.2% | +0.9% |
| 1Y | +0.7% | +38.7% | -38.1% | -8.3% |
| 3Y | +24.0% | +61.8% | -37.7% | +3.7% |
| 5Y | +19.3% | +254.1% | -234.8% | -19.6% |
| 10Y | +96.4% | +20.0% | +76.4% | +30.7% |
| All | +476.1% | +609.6% | -133.4% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling