+112.0%
SYY vs EXPD
+316.4%
-204.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | -2.7% | +5.2% | -7.9% | -4.4% |
| 3M | +5.9% | +13.2% | -7.3% | +1.2% |
| 6M | -2.3% | +30.3% | -32.6% | -11.5% |
| YTD | +13.1% | +27.0% | -13.9% | +2.3% |
| 1Y | +3.8% | +57.3% | -53.6% | -13.9% |
| 3Y | +26.7% | +70.0% | -43.3% | -0.2% |
| 5Y | +19.4% | +61.6% | -42.2% | -6.5% |
| 10Y | +112.0% | +321.1% | -209.1% | +11.7% |
| All | +112.0% | +316.4% | -204.4% | +11.7% |
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 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