+13.2%
SYK vs EXPD
+75.3%
-62.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -5.0% | +5.5% | -10.5% | -5.8% |
| 30D | +9.9% | -0.8% | +10.8% | +9.9% |
| 3M | -8.9% | +4.1% | -13.1% | -9.7% |
| 6M | +3.1% | +25.7% | -22.6% | -1.0% |
| YTD | -11.1% | +31.4% | -42.5% | -16.0% |
| 1Y | -16.2% | +42.2% | -58.3% | -22.0% |
| 3Y | +13.2% | +77.2% | -64.0% | +1.7% |
| All | +13.2% | +75.3% | -62.1% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling