+113.8%
SYY vs BAX
-38.1%
+152.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +3.9% | -7.9% | +11.8% | +6.0% |
| 30D | -1.7% | -11.7% | +9.9% | +1.1% |
| 3M | +5.2% | +16.2% | -11.0% | +0.7% |
| 6M | -0.2% | +32.0% | -32.2% | -7.8% |
| YTD | +15.4% | +24.7% | -9.3% | +6.9% |
| 1Y | +5.6% | -2.6% | +8.2% | +3.9% |
| 3Y | +28.9% | -35.0% | +63.8% | +37.7% |
| 5Y | +24.1% | -67.6% | +91.6% | +65.8% |
| All | +113.8% | -38.1% | +152.0% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling