+29.4%
EXPE vs SYY
+5.4%
+24.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -8.7% | +1.5% | -10.2% | -8.9% |
| 30D | -13.6% | -2.3% | -11.3% | -13.2% |
| 3M | +26.6% | +5.5% | +21.2% | +25.6% |
| 6M | +19.9% | -1.0% | +20.9% | +18.9% |
| YTD | -1.7% | +14.1% | -15.8% | -9.7% |
| 1Y | +29.4% | +5.6% | +23.9% | +18.9% |
| All | +29.4% | +5.4% | +24.0% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling