+23.6%
SYY vs FTI
+1,066.8%
-1,043.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +3.9% | -4.4% | +8.3% | +4.4% |
| 30D | -1.7% | +1.5% | -3.2% | -1.9% |
| 3M | +5.2% | +8.2% | -3.0% | +4.1% |
| 6M | -0.2% | +18.8% | -19.0% | -2.3% |
| YTD | +15.4% | +71.7% | -56.3% | +8.7% |
| 1Y | +5.6% | +90.0% | -84.5% | -1.7% |
| 3Y | +28.9% | +270.5% | -241.6% | +9.5% |
| All | +23.6% | +1,066.8% | -1,043.2% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling