-22.3%
SYK vs EXPD
+57.8%
-80.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -8.3% | -1.1% | -7.2% | -8.2% |
| 30D | -10.1% | +4.1% | -14.1% | -10.4% |
| 3M | +0.9% | +17.9% | -17.0% | -0.8% |
| 6M | -20.2% | +29.2% | -49.4% | -22.5% |
| YTD | -13.3% | +27.4% | -40.6% | -16.4% |
| 1Y | -22.3% | +56.8% | -79.2% | -28.1% |
| All | -22.3% | +57.8% | -80.2% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling