+44.3%
EXPE vs SYY
+12.2%
+32.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.9% |
| 7D | -17.8% | 0.0% | -17.8% | -17.7% |
| 30D | -3.2% | -2.2% | -1.0% | -1.9% |
| 3M | -19.0% | -8.0% | -10.9% | -15.0% |
| 6M | +17.7% | +7.5% | +10.2% | +12.7% |
| YTD | -7.8% | +7.4% | -15.2% | -15.1% |
| 1Y | -1.4% | +4.9% | -6.2% | -7.7% |
| 3Y | +121.9% | +24.1% | +97.8% | +73.4% |
| 5Y | +44.3% | +13.4% | +30.9% | +19.7% |
| All | +44.3% | +12.2% | +32.1% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling