+156.6%
SYF vs EXPD
+71.7%
+84.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -4.2% | -7.4% | +3.2% | -1.4% |
| 30D | -1.1% | -2.1% | +1.0% | -0.4% |
| 3M | -7.9% | +5.7% | -13.6% | -10.1% |
| 6M | -1.1% | +21.4% | -22.5% | -9.0% |
| YTD | -12.6% | +27.6% | -40.2% | -22.3% |
| 1Y | -2.4% | +36.1% | -38.5% | -15.9% |
| 3Y | +156.6% | +69.9% | +86.8% | +85.5% |
| All | +156.6% | +71.7% | +84.9% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling