-24.3%
SYK vs XPO
-6.0%
-18.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | -12.3% | -1.3% | -11.0% | -12.1% |
| 30D | -22.4% | -10.4% | -12.1% | -21.5% |
| 3M | -12.3% | -15.7% | +3.3% | -10.3% |
| 6M | -24.3% | -6.3% | -18.0% | -25.3% |
| All | -24.3% | -6.0% | -18.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 6mo: compounded portfolio wealth divided by compounded XPO 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…
6mo analysis · Full analysis span regression · 6 months rolling