+87.4%
SYY vs EXPD
+334.2%
-246.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.1% |
| 7D | -4.1% | -5.5% | +1.4% | -2.5% |
| 30D | +0.3% | -1.9% | +2.2% | +0.7% |
| 3M | -6.3% | +6.1% | -12.4% | -8.5% |
| 6M | +9.7% | +21.6% | -11.9% | +1.9% |
| YTD | +9.4% | +27.9% | -18.4% | -1.5% |
| 1Y | +7.3% | +39.4% | -32.1% | -6.7% |
| 3Y | +27.6% | +72.7% | -45.0% | -0.1% |
| 5Y | +12.5% | +60.3% | -47.8% | -11.2% |
| 10Y | +87.4% | +332.6% | -245.2% | +2.9% |
| All | +87.4% | +334.2% | -246.7% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling