+178.5%
EXE vs SYY
+20.5%
+158.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -0.3% | -2.3% | +2.1% | +0.3% |
| 30D | +8.5% | -4.9% | +13.4% | +9.8% |
| 3M | +5.5% | +8.4% | -2.9% | +3.2% |
| 6M | -5.9% | -7.4% | +1.5% | -4.4% |
| YTD | -9.7% | +11.0% | -20.7% | -13.3% |
| 1Y | +3.6% | -0.2% | +3.8% | +2.9% |
| 3Y | +18.0% | +23.8% | -5.7% | +6.9% |
| 5Y | +109.4% | +18.1% | +91.3% | +87.4% |
| All | +178.5% | +20.5% | +158.0% | +145.3% |
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 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