+96.3%
SYY vs FTV
+127.6%
-31.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.3% | +3.9% | -3.6% | -1.5% |
| 30D | -4.8% | +18.7% | -23.4% | -12.4% |
| 3M | -7.1% | +10.0% | -17.1% | -11.6% |
| 6M | +6.8% | +14.6% | -7.8% | -1.1% |
| YTD | +7.7% | +23.4% | -15.8% | -5.2% |
| 1Y | +5.7% | +31.3% | -25.6% | -10.0% |
| 3Y | +24.6% | +39.8% | -15.2% | -1.5% |
| 5Y | +15.6% | +17.7% | -2.1% | -1.4% |
| 10Y | +87.9% | +110.2% | -22.3% | +15.8% |
| All | +96.3% | +127.6% | -31.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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