+73.1%
BAC vs SYY
+22.4%
+50.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.4% |
| 7D | +0.6% | -0.2% | +0.9% | +0.7% |
| 30D | -1.4% | -2.7% | +1.4% | -0.3% |
| 3M | +15.7% | +5.9% | +9.9% | +12.9% |
| 6M | +32.2% | -2.3% | +34.5% | +32.1% |
| YTD | +15.8% | +13.1% | +2.7% | +7.3% |
| 1Y | +27.3% | +3.8% | +23.5% | +22.8% |
| 3Y | +137.5% | +26.7% | +110.7% | +102.4% |
| 5Y | +73.1% | +19.4% | +53.6% | +49.3% |
| All | +73.1% | +22.4% | +50.7% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling