+9.3%
SYY vs FN
+170.4%
-161.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.7% | -9.5% | +1.8% |
| 7D | -7.3% | 0.0% | -7.2% | -7.4% |
| 30D | +0.1% | -34.3% | +34.4% | +1.7% |
| 3M | -8.2% | -39.9% | +31.6% | -6.6% |
| 6M | +6.3% | -51.8% | +58.1% | +9.1% |
| YTD | +7.3% | -28.1% | +35.5% | +7.0% |
| 1Y | +8.5% | -29.1% | +37.5% | +8.0% |
| 3Y | +24.9% | +102.4% | -77.5% | +8.5% |
| All | +9.3% | +170.4% | -161.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling