+167.6%
SYK vs EXPE
+165.2%
+2.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.3% |
| 7D | -12.3% | -8.7% | -3.7% | -10.3% |
| 30D | -22.4% | -13.6% | -8.8% | -19.6% |
| 3M | -12.3% | +26.6% | -39.0% | -17.4% |
| 6M | -24.3% | +19.9% | -44.3% | -28.1% |
| YTD | -22.8% | -1.7% | -21.1% | -23.9% |
| 1Y | -28.8% | +29.4% | -58.2% | -35.3% |
| 3Y | -4.0% | +155.7% | -159.6% | -31.0% |
| 5Y | +3.8% | +93.1% | -89.2% | -23.3% |
| All | +167.6% | +165.2% | +2.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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