+312.7%
SYY vs FN
+3,131.3%
-2,818.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.6% |
| 7D | +1.3% | +20.8% | -19.4% | -0.4% |
| 30D | -3.5% | -17.3% | +13.8% | -2.5% |
| 3M | -9.3% | -38.1% | +28.8% | -6.4% |
| 6M | +5.9% | -44.2% | +50.1% | +9.4% |
| YTD | +6.5% | -22.3% | +28.7% | +5.4% |
| 1Y | +4.0% | -20.9% | +24.9% | +2.5% |
| 3Y | +23.0% | +111.1% | -88.1% | +4.3% |
| 5Y | +14.3% | +191.8% | -177.5% | -8.9% |
| 10Y | +85.8% | +767.4% | -681.6% | +29.5% |
| All | +312.7% | +3,131.3% | -2,818.6% | +170.4% |
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