+19,880.0%
ETN vs SYK
+22,282.0%
-2,402.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | +3.0% | -12.3% | +15.4% | +6.8% |
| 30D | -10.9% | -22.4% | +11.5% | -4.4% |
| 3M | +9.2% | -12.3% | +21.6% | +11.9% |
| 6M | +13.9% | -24.3% | +38.2% | +21.3% |
| YTD | +29.5% | -22.8% | +52.3% | +36.8% |
| 1Y | +14.2% | -28.8% | +43.0% | +23.3% |
| 3Y | +79.9% | -4.0% | +83.9% | +76.7% |
| 5Y | +175.7% | +3.8% | +171.8% | +162.1% |
| 10Y | +693.2% | +172.8% | +520.4% | +482.5% |
| All | +19,880.0% | +22,282.0% | -2,402.0% | +7,401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling