+428.0%
SYY vs FTI
+1,779.9%
-1,351.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +0.7% |
| 7D | +0.3% | +4.3% | -4.0% | -0.5% |
| 30D | -4.8% | -4.7% | -0.1% | -4.1% |
| 3M | -7.1% | -13.5% | +6.5% | -4.7% |
| 6M | +6.8% | -8.7% | +15.5% | +7.8% |
| YTD | +7.7% | +49.0% | -41.4% | -1.8% |
| 1Y | +5.7% | +54.0% | -48.3% | -4.3% |
| 3Y | +24.6% | +211.6% | -187.1% | -5.3% |
| 5Y | +15.6% | +881.9% | -866.2% | -34.7% |
| 10Y | +87.9% | +188.1% | -100.2% | +15.7% |
| All | +428.0% | +1,779.9% | -1,351.9% | +89.9% |
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