+72.3%
BA vs SYY
+94.9%
-22.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.5% |
| 7D | +2.5% | -2.8% | +5.2% | +4.5% |
| 30D | -10.1% | -5.3% | -4.8% | -6.7% |
| 3M | -2.4% | +5.1% | -7.5% | -6.1% |
| 6M | -8.8% | -5.0% | -3.8% | -7.2% |
| YTD | -2.9% | +10.7% | -13.6% | -12.7% |
| 1Y | -8.8% | +0.7% | -9.4% | -12.6% |
| 3Y | -0.3% | +24.0% | -24.3% | -21.9% |
| 5Y | -0.3% | +19.3% | -19.6% | -20.5% |
| 10Y | +72.3% | +96.4% | -24.1% | +2.0% |
| All | +72.3% | +94.9% | -22.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling