+1,193.7%
EWY vs SYK
+1,768.7%
-575.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.3% |
| 7D | +1.2% | -12.3% | +13.6% | +7.0% |
| 30D | +9.3% | -22.4% | +31.7% | +21.8% |
| 3M | +2.4% | -12.3% | +14.8% | +6.0% |
| 6M | +40.3% | -24.3% | +64.6% | +54.2% |
| YTD | +88.0% | -22.8% | +110.8% | +104.4% |
| 1Y | +143.8% | -28.8% | +172.6% | +174.4% |
| 3Y | +217.8% | -4.0% | +221.7% | +205.0% |
| 5Y | +142.7% | +3.8% | +138.9% | +119.1% |
| 10Y | +291.7% | +172.8% | +118.9% | +108.3% |
| All | +1,193.7% | +1,768.7% | -575.0% | +305.2% |
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 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