+140.4%
EFA vs SYK
+173.6%
-33.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.1% |
| 7D | -2.4% | -12.3% | +10.0% | +2.2% |
| 30D | -2.2% | -22.4% | +20.2% | +6.8% |
| 3M | +5.7% | -12.3% | +18.0% | +9.4% |
| 6M | +8.2% | -24.3% | +32.5% | +18.1% |
| YTD | +11.8% | -22.8% | +34.5% | +20.7% |
| 1Y | +18.3% | -28.8% | +47.1% | +31.6% |
| 3Y | +64.9% | -4.0% | +68.9% | +60.8% |
| 5Y | +52.4% | +3.8% | +48.5% | +40.8% |
| All | +140.4% | +173.6% | -33.2% | +56.8% |
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