+113.8%
SYY vs BTG
+159.3%
-45.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +3.9% | -3.8% | +7.7% | +4.2% |
| 30D | -1.7% | +3.6% | -5.4% | -2.0% |
| 3M | +5.2% | +32.0% | -26.8% | +3.1% |
| 6M | -0.2% | +3.4% | -3.6% | -0.9% |
| YTD | +15.4% | +20.8% | -5.4% | +13.1% |
| 1Y | +5.6% | +22.4% | -16.8% | +3.2% |
| 3Y | +28.9% | +91.7% | -62.8% | +21.0% |
| 5Y | +24.1% | +79.0% | -54.9% | +15.9% |
| All | +113.8% | +159.3% | -45.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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