+17.3%
SYY vs BTSG
+382.3%
-365.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.6% | +7.5% | +1.3% |
| 7D | +1.5% | -5.8% | +7.3% | +1.8% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | +5.5% | -4.5% | +10.0% | +5.3% |
| 6M | -1.0% | +40.0% | -41.0% | -3.7% |
| YTD | +14.1% | +54.6% | -40.4% | +10.1% |
| 1Y | +5.6% | +106.1% | -100.6% | -0.3% |
| All | +17.3% | +382.3% | -365.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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