+318.9%
SYY vs BAH
+1,076.0%
-757.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.3% | +1.7% | -1.4% | 0.0% |
| 30D | -4.8% | +20.8% | -25.6% | -8.3% |
| 3M | -7.1% | +11.6% | -18.6% | -9.3% |
| 6M | +6.8% | +23.1% | -16.3% | +1.6% |
| YTD | +7.7% | +5.3% | +2.4% | +4.6% |
| 1Y | +5.7% | +6.1% | -0.5% | +2.3% |
| 3Y | +24.6% | -27.5% | +52.0% | +27.5% |
| 5Y | +15.6% | +6.2% | +9.4% | +6.3% |
| 10Y | +87.9% | +202.2% | -114.3% | +44.1% |
| All | +318.9% | +1,076.0% | -757.1% | +163.9% |
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