+160.0%
EXPE vs SYY
+116.5%
+43.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.7% |
| 7D | -5.8% | +3.9% | -9.7% | -8.1% |
| 30D | -13.6% | -1.7% | -11.9% | -12.7% |
| 3M | +25.2% | +5.2% | +20.0% | +21.2% |
| 6M | +22.3% | -0.2% | +22.5% | +20.6% |
| YTD | -0.3% | +15.4% | -15.7% | -12.1% |
| 1Y | +27.8% | +5.6% | +22.2% | +19.6% |
| 3Y | +162.4% | +28.9% | +133.6% | +108.8% |
| 5Y | +95.8% | +24.1% | +71.8% | +61.5% |
| All | +160.0% | +116.5% | +43.5% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling