+331.9%
SYY vs BAH
+886.2%
-554.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -2.3% | -3.2% | +0.9% | -1.7% |
| 30D | -4.9% | +2.0% | -6.9% | -5.4% |
| 3M | +8.4% | -7.6% | +16.0% | +9.6% |
| 6M | -7.4% | -5.7% | -1.7% | -7.2% |
| YTD | +11.0% | -11.7% | +22.7% | +11.8% |
| 1Y | -0.2% | -27.4% | +27.1% | +4.6% |
| 3Y | +23.8% | -32.5% | +56.3% | +27.9% |
| 5Y | +18.1% | -3.3% | +21.5% | +10.3% |
| 10Y | +94.6% | +186.0% | -91.4% | +52.4% |
| All | +331.9% | +886.2% | -554.3% | +182.2% |
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 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