+104.9%
EXE vs SYY
+18.9%
+86.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -0.4% | -2.7% | +2.4% | +0.2% |
| 3M | +9.5% | +5.9% | +3.6% | +8.0% |
| 6M | -9.3% | -2.3% | -7.0% | -9.2% |
| YTD | -10.9% | +13.1% | -24.0% | -14.4% |
| 1Y | +4.3% | +3.8% | +0.5% | +2.7% |
| 3Y | +18.8% | +26.7% | -7.9% | +8.0% |
| All | +104.9% | +18.9% | +86.0% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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