+90.3%
SYY vs FND
+66.0%
+24.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | -2.3% | -5.2% | +2.9% | -1.2% |
| 30D | -4.9% | -19.9% | +14.9% | -0.2% |
| 3M | +8.4% | +2.7% | +5.7% | +6.7% |
| 6M | -7.4% | -21.7% | +14.3% | -3.4% |
| YTD | +11.0% | -17.5% | +28.5% | +13.9% |
| 1Y | -0.2% | -39.3% | +39.1% | +9.4% |
| 3Y | +23.8% | -49.8% | +73.5% | +36.1% |
| 5Y | +18.1% | -60.1% | +78.2% | +30.6% |
| All | +90.3% | +66.0% | +24.2% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling