+168.4%
SYF vs EXPD
+336.9%
-168.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -3.3% | +3.6% | -6.9% | -5.3% |
| 30D | -2.2% | +0.3% | -2.5% | -2.6% |
| 3M | -9.3% | +6.1% | -15.4% | -12.8% |
| 6M | +2.1% | +27.4% | -25.3% | -12.4% |
| YTD | -12.6% | +32.0% | -44.6% | -28.1% |
| 1Y | -3.4% | +40.5% | -44.0% | -23.7% |
| 3Y | +156.5% | +75.7% | +80.8% | +70.7% |
| 5Y | +59.6% | +61.7% | -2.1% | +9.6% |
| All | +168.4% | +336.9% | -168.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling