+24.6%
SYY vs FTI
+212.2%
-187.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +1.0% |
| 7D | +0.3% | +4.3% | -4.0% | +0.1% |
| 30D | -4.8% | -4.7% | -0.1% | -4.6% |
| 3M | -7.1% | -13.5% | +6.5% | -6.3% |
| 6M | +6.8% | -8.7% | +15.5% | +7.1% |
| YTD | +7.7% | +49.0% | -41.4% | +4.3% |
| 1Y | +5.7% | +54.0% | -48.3% | +2.1% |
| 3Y | +24.6% | +211.6% | -187.1% | +15.6% |
| All | +24.6% | +212.2% | -187.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling