+330.3%
SYY vs FN
+3,620.5%
-3,290.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.6% |
| 7D | -2.3% | -1.7% | -0.6% | -2.2% |
| 30D | -4.9% | -22.0% | +17.0% | -3.1% |
| 3M | +8.4% | -43.0% | +51.4% | +13.0% |
| 6M | -7.4% | -27.7% | +20.4% | -6.3% |
| YTD | +11.0% | -10.5% | +21.5% | +9.4% |
| 1Y | -0.2% | +12.5% | -12.7% | -4.5% |
| 3Y | +23.8% | +153.8% | -130.0% | +3.8% |
| 5Y | +18.1% | +288.0% | -269.9% | -8.0% |
| 10Y | +94.6% | +906.4% | -811.8% | +34.9% |
| All | +330.3% | +3,620.5% | -3,290.3% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling