+325.0%
EXPD vs SNY
+64.5%
+260.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | -3.3% | +5.3% | +2.8% |
| 30D | +4.4% | -2.2% | +6.6% | +4.9% |
| 3M | +15.7% | -3.0% | +18.8% | +16.4% |
| 6M | +37.5% | +2.7% | +34.7% | +36.2% |
| YTD | +29.9% | -6.8% | +36.8% | +31.8% |
| 1Y | +57.8% | -5.3% | +63.0% | +59.0% |
| 3Y | +71.6% | -9.8% | +81.4% | +72.1% |
| 5Y | +62.2% | +9.7% | +52.6% | +50.5% |
| All | +325.0% | +64.5% | +260.5% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling