+55.1%
EXPD vs SNY
-4.6%
+59.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.2% | -3.6% | +4.8% | +1.9% |
| 30D | +6.8% | -1.9% | +8.8% | +7.2% |
| 3M | +14.9% | -2.0% | +16.9% | +15.4% |
| 6M | +34.6% | +2.5% | +32.1% | +33.8% |
| YTD | +27.7% | -7.0% | +34.7% | +30.0% |
| All | +55.1% | -4.6% | +59.7% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling