+218.5%
SYF vs EXPD
+304.0%
-85.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.9% |
| 7D | -2.1% | -7.2% | +5.0% | +2.1% |
| 30D | +2.5% | -3.3% | +5.8% | +4.3% |
| 3M | -6.3% | +3.4% | -9.7% | -8.5% |
| 6M | -1.5% | +22.7% | -24.1% | -13.5% |
| YTD | -10.5% | +24.5% | -35.0% | -23.7% |
| 1Y | +1.5% | +38.6% | -37.1% | -19.3% |
| 3Y | +163.3% | +71.5% | +91.8% | +77.2% |
| 5Y | +66.8% | +56.2% | +10.5% | +16.5% |
| All | +218.5% | +304.0% | -85.6% | +13.9% |
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