+51.2%
EFA vs SYK
+3.4%
+47.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.3% |
| 7D | -2.4% | -12.3% | +10.0% | +1.4% |
| 30D | -2.2% | -22.4% | +20.2% | +5.3% |
| 3M | +5.7% | -12.3% | +18.0% | +8.7% |
| 6M | +8.2% | -24.3% | +32.5% | +16.9% |
| YTD | +11.8% | -22.8% | +34.5% | +19.6% |
| 1Y | +18.3% | -28.8% | +47.1% | +30.2% |
| 3Y | +64.9% | -4.0% | +68.9% | +60.1% |
| All | +51.2% | +3.4% | +47.8% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling