+153.4%
EXE vs SYY
+16.9%
+136.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | -2.2% | -4.8% | +2.6% | -1.3% |
| 3M | -5.9% | -7.1% | +1.2% | -4.5% |
| 6M | -5.7% | +6.8% | -12.5% | -7.8% |
| YTD | -17.8% | +7.7% | -25.5% | -20.8% |
| 1Y | -23.1% | +5.7% | -28.8% | -25.5% |
| 3Y | +21.2% | +24.6% | -3.4% | +8.6% |
| 5Y | +78.8% | +15.6% | +63.2% | +60.4% |
| All | +153.4% | +16.9% | +136.6% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling