+24.0%
SYY vs FN
+101.0%
-77.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.7% | -9.5% | +2.2% |
| 7D | -7.3% | 0.0% | -7.2% | -7.2% |
| 30D | +0.1% | -34.3% | +34.4% | +0.4% |
| 3M | -8.9% | -39.9% | +31.0% | -8.6% |
| 6M | +5.5% | -51.8% | +57.3% | +6.3% |
| YTD | +6.6% | -28.1% | +34.7% | +6.7% |
| 1Y | +7.7% | -29.1% | +36.8% | +7.9% |
| 3Y | +24.0% | +102.4% | -78.4% | +18.0% |
| All | +24.0% | +101.0% | -77.0% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling