+87.5%
SYY vs FN
+850.1%
-762.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -1.5% |
| 7D | 0.0% | +8.0% | -8.0% | -1.0% |
| 30D | -2.2% | -19.1% | +16.9% | -0.7% |
| 3M | -8.0% | -29.8% | +21.8% | -5.7% |
| 6M | +7.5% | -43.2% | +50.7% | +11.6% |
| YTD | +7.4% | -18.9% | +26.4% | +5.4% |
| 1Y | +4.9% | -17.9% | +22.7% | +2.2% |
| 3Y | +24.1% | +120.1% | -96.0% | -2.9% |
| 5Y | +13.4% | +206.7% | -193.3% | -20.6% |
| 10Y | +87.5% | +804.7% | -717.1% | +4.2% |
| All | +87.5% | +850.1% | -762.5% | +4.2% |
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