+385.3%
SYY vs BTG
+385.9%
-0.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.3% |
| 30D | -2.7% | +9.5% | -12.2% | -3.1% |
| 3M | +5.9% | +38.5% | -32.6% | +4.6% |
| 6M | -2.3% | +5.6% | -8.0% | -2.8% |
| YTD | +13.1% | +23.9% | -10.8% | +11.9% |
| 1Y | +3.8% | +32.1% | -28.4% | +2.3% |
| 3Y | +26.7% | +103.2% | -76.5% | +22.6% |
| 5Y | +19.4% | +79.7% | -60.3% | +15.5% |
| 10Y | +112.0% | +159.1% | -47.1% | +102.2% |
| All | +385.3% | +385.9% | -0.6% | +388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling