+167.6%
SYK vs EXPD
+324.8%
-157.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -12.3% | +1.2% | -13.5% | -12.7% |
| 30D | -22.4% | +6.8% | -29.3% | -24.4% |
| 3M | -12.3% | +14.9% | -27.3% | -17.3% |
| 6M | -24.3% | +34.6% | -58.9% | -33.3% |
| YTD | -22.8% | +27.7% | -50.5% | -31.2% |
| 1Y | -28.8% | +57.7% | -86.4% | -42.4% |
| 3Y | -4.0% | +70.9% | -74.9% | -27.1% |
| 5Y | +3.8% | +59.5% | -55.6% | -20.7% |
| All | +167.6% | +324.8% | -157.2% | +30.3% |
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