+4,255.7%
SYY vs BN
+14,855.3%
-10,599.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.5% |
| 7D | -2.8% | -1.2% | -1.6% | -2.4% |
| 30D | -5.3% | -10.9% | +5.6% | -2.1% |
| 3M | +5.1% | -11.1% | +16.2% | +8.5% |
| 6M | -5.0% | -4.4% | -0.6% | -4.3% |
| YTD | +10.7% | -14.1% | +24.8% | +14.7% |
| 1Y | +0.7% | -11.1% | +11.7% | +2.8% |
| 3Y | +24.0% | +75.6% | -51.5% | +0.5% |
| 5Y | +19.3% | +35.8% | -16.5% | +2.8% |
| 10Y | +96.4% | +261.6% | -165.2% | +32.2% |
| All | +4,255.7% | +14,855.3% | -10,599.6% | +1,333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling