+1,066.8%
SYY vs BB
+314.8%
+752.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.3% |
| 7D | +0.3% | +1.8% | -1.5% | +0.2% |
| 30D | -4.8% | +8.1% | -12.9% | -5.3% |
| 3M | -7.1% | -1.0% | -6.1% | -7.3% |
| 6M | +6.8% | +45.9% | -39.1% | +3.5% |
| YTD | +7.7% | +134.8% | -127.2% | +1.3% |
| 1Y | +5.7% | +104.6% | -98.9% | +0.1% |
| 3Y | +24.6% | +152.8% | -128.3% | +14.1% |
| 5Y | +15.6% | -17.4% | +33.1% | +11.5% |
| 10Y | +87.9% | +22.4% | +65.5% | +67.3% |
| All | +1,066.8% | +314.8% | +752.0% | +970.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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