+59.5%
EXPD vs SNY
+9.1%
+50.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.2% | -3.6% | +4.8% | +1.7% |
| 30D | +6.8% | -1.9% | +8.8% | +7.1% |
| 3M | +14.9% | -2.0% | +16.9% | +15.2% |
| 6M | +34.6% | +2.5% | +32.1% | +33.9% |
| YTD | +27.7% | -7.0% | +34.7% | +29.0% |
| 1Y | +57.7% | -4.4% | +62.0% | +58.4% |
| 3Y | +70.9% | -8.4% | +79.3% | +71.5% |
| 5Y | +59.5% | +9.5% | +49.9% | +51.3% |
| All | +59.5% | +9.1% | +50.3% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling