+16.9%
EFA vs SYK
-4.2%
+21.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.8% | +1.9% |
| 7D | +2.0% | +11.7% | -9.8% | +1.1% |
| 30D | +1.6% | +19.1% | -17.5% | +0.4% |
| 3M | -1.5% | +1.4% | -2.9% | -1.9% |
| 6M | +6.6% | +17.4% | -10.8% | +4.2% |
| YTD | +11.8% | -2.5% | +14.4% | +13.6% |
| 1Y | +16.9% | -5.3% | +22.2% | +19.2% |
| All | +16.9% | -4.2% | +21.0% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling