+442.9%
SYY vs FTI
+2,117.5%
-1,674.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -5.3% | +12.3% | -17.6% | -7.6% |
| 3M | +5.1% | +13.8% | -8.7% | +2.0% |
| 6M | -5.0% | +24.3% | -29.3% | -9.6% |
| YTD | +10.7% | +75.8% | -65.1% | -1.9% |
| 1Y | +0.7% | +99.6% | -99.0% | -13.3% |
| 3Y | +24.0% | +278.4% | -254.4% | -9.3% |
| 5Y | +19.3% | +1,168.7% | -1,149.4% | -36.2% |
| 10Y | +96.4% | +297.5% | -201.1% | +14.6% |
| All | +442.9% | +2,117.5% | -1,674.6% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling