+125.7%
EEM vs SYK
+173.6%
-47.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.5% |
| 7D | -0.7% | -12.3% | +11.6% | +3.4% |
| 30D | +2.4% | -22.4% | +24.8% | +10.9% |
| 3M | +4.2% | -12.3% | +16.5% | +7.1% |
| 6M | +14.8% | -24.3% | +39.1% | +24.0% |
| YTD | +23.1% | -22.8% | +45.9% | +31.7% |
| 1Y | +32.5% | -28.8% | +61.3% | +45.8% |
| 3Y | +85.9% | -4.0% | +89.9% | +79.4% |
| 5Y | +43.6% | +3.8% | +39.7% | +31.3% |
| All | +125.7% | +173.6% | -47.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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