+4,123.0%
SYY vs EXPD
+30,172.0%
-26,049.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.5% |
| 7D | -7.3% | -7.2% | -0.1% | -6.3% |
| 30D | +0.1% | -3.3% | +3.4% | +0.5% |
| 3M | -8.2% | +3.4% | -11.6% | -8.9% |
| 6M | +6.3% | +22.7% | -16.4% | +2.5% |
| YTD | +7.3% | +24.5% | -17.2% | +2.7% |
| 1Y | +8.5% | +38.6% | -30.2% | +2.0% |
| 3Y | +24.9% | +71.5% | -46.6% | +12.7% |
| 5Y | +8.0% | +56.2% | -48.2% | -1.8% |
| 10Y | +107.2% | +310.5% | -203.3% | +63.3% |
| All | +4,123.0% | +30,172.0% | -26,049.0% | +2,600.7% |
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 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