+88.3%
EXPE vs SYY
+22.4%
+66.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -2.0% |
| 7D | -11.5% | -0.2% | -11.3% | -11.4% |
| 30D | -13.1% | -2.7% | -10.3% | -11.6% |
| 3M | +18.1% | +5.9% | +12.3% | +14.1% |
| 6M | +13.3% | -2.3% | +15.6% | +13.5% |
| YTD | -3.2% | +13.1% | -16.3% | -14.0% |
| 1Y | +26.1% | +3.8% | +22.4% | +19.3% |
| 3Y | +151.7% | +26.7% | +125.0% | +94.3% |
| 5Y | +88.3% | +19.4% | +68.9% | +51.1% |
| All | +88.3% | +22.4% | +66.0% | +51.1% |
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