+22.7%
SYY vs BN
+30.5%
-7.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +1.5% | -5.9% | +7.4% | +3.1% |
| 30D | -2.3% | -15.1% | +12.8% | +2.0% |
| 3M | +5.5% | -14.6% | +20.1% | +9.8% |
| 6M | -1.0% | -8.4% | +7.5% | +0.7% |
| YTD | +14.1% | -16.8% | +30.9% | +18.8% |
| 1Y | +5.6% | -14.4% | +19.9% | +8.6% |
| 3Y | +27.9% | +70.1% | -42.2% | +1.7% |
| 5Y | +22.7% | +33.5% | -10.8% | +7.1% |
| All | +22.7% | +30.5% | -7.8% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling