+164.4%
SYF vs EXPD
+72.7%
+91.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.5% |
| 7D | -3.8% | -4.8% | +1.0% | -2.0% |
| 30D | +2.6% | -1.5% | +4.2% | +3.1% |
| 3M | -6.5% | +4.1% | -10.6% | -8.2% |
| 6M | +0.8% | +24.0% | -23.2% | -8.0% |
| YTD | -10.1% | +27.4% | -37.5% | -19.9% |
| 1Y | +0.8% | +38.4% | -37.5% | -13.8% |
| All | +164.4% | +72.7% | +91.7% | +90.0% |
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 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