+89.8%
SYY vs FND
+58.4%
+31.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.8% |
| 7D | -2.8% | +0.4% | -3.1% | -2.9% |
| 30D | -5.3% | -23.6% | +18.3% | +0.5% |
| 3M | +5.1% | +4.3% | +0.8% | +3.1% |
| 6M | -5.0% | -20.3% | +15.3% | -1.4% |
| YTD | +10.7% | -21.3% | +32.0% | +14.8% |
| 1Y | +0.7% | -45.4% | +46.1% | +13.2% |
| 3Y | +24.0% | -48.9% | +72.9% | +35.5% |
| 5Y | +19.3% | -61.0% | +80.3% | +32.4% |
| All | +89.8% | +58.4% | +31.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FND 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling