+87.4%
SYY vs FN
+837.6%
-750.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.9% | -9.9% | +0.8% |
| 7D | -4.1% | +16.3% | -20.4% | -6.0% |
| 30D | +0.3% | -24.7% | +25.1% | +2.6% |
| 3M | -6.3% | -34.9% | +28.6% | -3.2% |
| 6M | +9.7% | -41.1% | +50.8% | +13.4% |
| YTD | +9.4% | -19.6% | +29.1% | +7.4% |
| 1Y | +7.3% | -18.5% | +25.8% | +4.6% |
| 3Y | +27.6% | +119.1% | -91.5% | -0.1% |
| 5Y | +12.5% | +206.9% | -194.4% | -21.2% |
| 10Y | +87.4% | +826.4% | -739.0% | +4.1% |
| All | +87.4% | +837.6% | -750.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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