+318.0%
SYY vs BAH
+1,077.1%
-759.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | -2.2% | +18.0% | -20.2% | -5.4% |
| 3M | -8.0% | +11.4% | -19.5% | -10.2% |
| 6M | +7.5% | +17.7% | -10.2% | +3.2% |
| YTD | +7.4% | +5.4% | +2.1% | +4.3% |
| 1Y | +4.9% | +2.8% | +2.1% | +2.2% |
| 3Y | +24.1% | -26.7% | +50.7% | +26.7% |
| 5Y | +13.4% | +8.1% | +5.3% | +3.8% |
| 10Y | +87.5% | +202.5% | -115.0% | +43.7% |
| All | +318.0% | +1,077.1% | -759.0% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling