+5.9%
SYK vs EXPD
+60.6%
-54.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.7% |
| 7D | -11.8% | +1.2% | -12.9% | -12.0% |
| 30D | -20.4% | +5.2% | -25.6% | -21.5% |
| 3M | -12.1% | +13.2% | -25.3% | -15.2% |
| 6M | -24.3% | +30.3% | -54.7% | -30.1% |
| YTD | -21.2% | +27.0% | -48.2% | -27.2% |
| 1Y | -29.2% | +57.3% | -86.5% | -39.1% |
| 3Y | -2.1% | +70.0% | -72.1% | -19.8% |
| All | +5.9% | +60.6% | -54.7% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling