+61.9%
SYF vs EXPD
+62.8%
-0.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.9% |
| 7D | -3.6% | -1.6% | -2.0% | -3.0% |
| 30D | -1.7% | +0.6% | -2.3% | -2.2% |
| 3M | -7.8% | +9.8% | -17.6% | -12.2% |
| 6M | +3.4% | +25.8% | -22.4% | -8.1% |
| YTD | -12.2% | +31.3% | -43.5% | -24.8% |
| 1Y | -1.6% | +40.9% | -42.5% | -19.0% |
| 3Y | +157.8% | +74.7% | +83.1% | +83.4% |
| 5Y | +61.9% | +62.9% | -1.0% | +10.7% |
| All | +61.9% | +62.8% | -0.9% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling