+340.9%
SYF vs EXPD
+401.9%
-61.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +2.4% | -1.1% | +3.5% | +3.1% |
| 30D | +0.8% | +4.1% | -3.2% | -1.5% |
| 3M | +13.4% | +17.9% | -4.5% | +2.9% |
| 6M | +16.3% | +29.2% | -12.9% | -0.7% |
| YTD | -3.0% | +27.4% | -30.4% | -17.5% |
| 1Y | +5.7% | +56.8% | -51.1% | -21.4% |
| 3Y | +160.1% | +68.0% | +92.1% | +82.1% |
| 5Y | +88.5% | +61.9% | +26.7% | +31.3% |
| 10Y | +263.1% | +316.0% | -52.9% | +44.9% |
| All | +340.9% | +401.9% | -61.0% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling