+23.7%
SYY vs BN
+74.6%
-51.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | -2.8% | -1.2% | -1.6% | -2.6% |
| 30D | -5.3% | -10.9% | +5.6% | -3.4% |
| 3M | +5.1% | -11.1% | +16.2% | +7.2% |
| 6M | -5.0% | -4.4% | -0.6% | -4.7% |
| YTD | +10.7% | -14.1% | +24.8% | +13.0% |
| 1Y | +0.7% | -11.1% | +11.7% | +1.8% |
| All | +23.7% | +74.6% | -51.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling