+109.6%
SYY vs BAH
+192.9%
-83.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -2.7% | -6.6% | +3.9% | -1.2% |
| 3M | +5.9% | -7.2% | +13.0% | +7.2% |
| 6M | -2.3% | -10.0% | +7.7% | -0.9% |
| YTD | +13.1% | -12.5% | +25.5% | +14.2% |
| 1Y | +3.8% | -27.9% | +31.7% | +10.1% |
| 3Y | +26.7% | -31.4% | +58.1% | +29.2% |
| 5Y | +19.4% | -3.2% | +22.7% | +4.6% |
| All | +109.6% | +192.9% | -83.3% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling