+15.3%
SYY vs FN
+169.4%
-154.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +1.4% |
| 7D | +0.3% | +0.3% | +0.1% | +0.3% |
| 30D | -4.8% | -16.5% | +11.8% | -4.3% |
| 3M | -7.1% | -42.1% | +35.0% | -5.3% |
| 6M | +6.8% | -52.9% | +59.7% | +9.8% |
| YTD | +7.7% | -28.0% | +35.6% | +7.3% |
| 1Y | +5.7% | -18.5% | +24.2% | +4.4% |
| 3Y | +24.6% | +93.9% | -69.3% | +8.8% |
| All | +15.3% | +169.4% | -154.1% | -13.2% |
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 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