+25,648.3%
SYK vs EXPD
+31,843.0%
-6,194.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -5.0% | +5.5% | -10.5% | -6.1% |
| 30D | +9.9% | -0.8% | +10.8% | +10.0% |
| 3M | -8.9% | +4.1% | -13.1% | -9.9% |
| 6M | +3.1% | +25.7% | -22.6% | -2.3% |
| YTD | -11.1% | +31.4% | -42.5% | -17.1% |
| 1Y | -16.2% | +42.2% | -58.3% | -23.2% |
| 3Y | +13.2% | +77.2% | -64.0% | -2.3% |
| 5Y | +23.5% | +61.0% | -37.5% | +8.1% |
| 10Y | +213.3% | +334.8% | -121.5% | +122.8% |
| All | +25,648.3% | +31,843.0% | -6,194.6% | +10,293.7% |
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