+308.6%
SYF vs EXPD
+402.0%
-93.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +1.2% |
| 7D | -3.8% | -4.8% | +1.0% | -1.2% |
| 30D | +2.6% | -1.5% | +4.2% | +3.4% |
| 3M | -6.5% | +4.1% | -10.6% | -9.0% |
| 6M | +0.8% | +24.0% | -23.2% | -11.6% |
| YTD | -10.1% | +27.4% | -37.5% | -23.8% |
| 1Y | +0.8% | +38.4% | -37.5% | -18.8% |
| 3Y | +158.8% | +73.2% | +85.6% | +77.3% |
| 5Y | +67.5% | +59.9% | +7.6% | +17.9% |
| 10Y | +230.0% | +319.9% | -90.0% | +30.8% |
| All | +308.6% | +402.0% | -93.4% | +50.0% |
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 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