+22.7%
SYY vs BAH
+1.2%
+21.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +0.3% |
| 7D | +1.5% | +2.4% | -0.9% | +1.2% |
| 30D | -2.3% | -2.9% | +0.6% | -2.0% |
| 3M | +5.5% | -1.3% | +6.8% | +5.3% |
| 6M | -1.0% | -0.9% | -0.1% | -1.5% |
| YTD | +14.1% | -8.2% | +22.4% | +13.9% |
| 1Y | +5.6% | -24.0% | +29.5% | +8.5% |
| 3Y | +27.9% | -28.1% | +56.0% | +26.9% |
| 5Y | +22.7% | +2.5% | +20.2% | +9.4% |
| All | +22.7% | +1.2% | +21.5% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling