+855.0%
EXPE vs SYY
+294.6%
+560.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.9% |
| 7D | -9.5% | -2.3% | -7.2% | -8.2% |
| 30D | -6.6% | -4.9% | -1.7% | -3.5% |
| 3M | +31.4% | +8.4% | +23.0% | +24.6% |
| 6M | +35.2% | -7.4% | +42.5% | +39.7% |
| YTD | +5.8% | +11.0% | -5.2% | -4.3% |
| 1Y | +38.7% | -0.2% | +38.9% | +34.7% |
| 3Y | +175.8% | +23.8% | +152.0% | +126.0% |
| 5Y | +111.8% | +18.1% | +93.7% | +80.7% |
| 10Y | +179.7% | +94.6% | +85.1% | +60.4% |
| All | +855.0% | +294.6% | +560.4% | +179.7% |
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 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