+726.6%
EXPE vs SYY
+282.8%
+443.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.9% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -6.1% | -4.8% | -1.3% | -3.0% |
| 3M | -21.3% | -7.1% | -14.2% | -17.5% |
| 6M | +19.0% | +6.8% | +12.2% | +13.7% |
| YTD | -8.4% | +7.7% | -16.1% | -15.5% |
| 1Y | -2.8% | +5.7% | -8.5% | -9.3% |
| 3Y | +120.8% | +24.6% | +96.2% | +79.7% |
| 5Y | +46.2% | +15.6% | +30.6% | +26.1% |
| 10Y | +123.8% | +87.9% | +35.9% | +31.9% |
| All | +726.6% | +282.8% | +443.8% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling