+1,366.5%
EXPD vs SNY
+253.7%
+1,112.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | +4.1% | +3.4% | +0.7% | +2.7% |
| 3M | +17.9% | -0.3% | +18.2% | +17.7% |
| 6M | +29.2% | +1.0% | +28.2% | +28.1% |
| YTD | +27.4% | -3.6% | +31.0% | +28.5% |
| 1Y | +56.8% | +3.0% | +53.8% | +53.4% |
| 3Y | +68.0% | -4.3% | +72.4% | +63.3% |
| 5Y | +61.9% | +5.2% | +56.7% | +47.2% |
| 10Y | +316.0% | +70.2% | +245.8% | +192.8% |
| All | +1,366.5% | +253.7% | +1,112.8% | +546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling