+1,376.8%
BAC vs SYY
+4,458.5%
-3,081.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | +1.1% | -2.3% | +3.4% | +2.2% |
| 30D | -0.4% | -4.9% | +4.5% | +2.0% |
| 3M | +16.9% | +8.4% | +8.5% | +12.1% |
| 6M | +26.6% | -7.4% | +34.0% | +29.6% |
| YTD | +15.8% | +11.0% | +4.8% | +7.7% |
| 1Y | +27.2% | -0.2% | +27.4% | +24.3% |
| 3Y | +132.4% | +23.8% | +108.6% | +101.5% |
| 5Y | +72.6% | +18.1% | +54.4% | +51.3% |
| 10Y | +389.7% | +94.6% | +295.1% | +214.3% |
| All | +1,376.8% | +4,458.5% | -3,081.7% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling