+111.5%
SYY vs BAH
+207.1%
-95.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | -0.2% |
| 7D | +1.5% | +2.4% | -0.9% | +0.9% |
| 30D | -2.3% | -2.9% | +0.6% | -1.7% |
| 3M | +5.5% | -1.3% | +6.8% | +5.3% |
| 6M | -1.0% | -0.9% | -0.1% | -1.9% |
| YTD | +14.1% | -8.2% | +22.4% | +14.0% |
| 1Y | +5.6% | -24.0% | +29.5% | +10.6% |
| 3Y | +27.9% | -28.1% | +56.0% | +28.9% |
| 5Y | +22.7% | +2.5% | +20.2% | +5.8% |
| All | +111.5% | +207.1% | -95.5% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling