+13.4%
SYY vs BAH
+8.7%
+4.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | -2.2% | +18.0% | -20.2% | -4.2% |
| 3M | -8.0% | +11.4% | -19.5% | -9.4% |
| 6M | +7.5% | +17.7% | -10.2% | +4.7% |
| YTD | +7.4% | +5.4% | +2.1% | +5.3% |
| 1Y | +4.9% | +2.8% | +2.1% | +3.1% |
| 3Y | +24.1% | -26.7% | +50.7% | +25.0% |
| 5Y | +13.4% | +8.1% | +5.3% | +2.5% |
| All | +13.4% | +8.7% | +4.6% | +2.5% |
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 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