+805.2%
SYK vs XPO
+9,727.5%
-8,922.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | -9.1% | -5.7% | -3.4% | -8.5% |
| 30D | -20.6% | -12.8% | -7.8% | -19.6% |
| 3M | -9.6% | -20.0% | +10.4% | -7.7% |
| 6M | -19.9% | -6.0% | -13.8% | -19.6% |
| YTD | -21.2% | +34.0% | -55.2% | -24.0% |
| 1Y | -28.4% | +35.6% | -64.0% | -31.2% |
| 3Y | -5.3% | +152.3% | -157.6% | -15.9% |
| 5Y | +6.0% | +264.4% | -258.4% | -10.8% |
| 10Y | +178.4% | +1,498.6% | -1,320.2% | +108.7% |
| All | +805.2% | +9,727.5% | -8,922.3% | +497.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling