+489.5%
F vs SYK
+25,648.3%
-25,158.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -3.1% | -5.0% | +1.9% | -1.5% |
| 30D | 0.0% | +9.9% | -9.9% | -3.1% |
| 3M | -13.2% | -8.9% | -4.3% | -11.0% |
| 6M | -10.2% | +3.1% | -13.3% | -12.1% |
| YTD | -4.9% | -11.1% | +6.2% | -2.6% |
| 1Y | -6.1% | -16.2% | +10.1% | -2.1% |
| 3Y | +46.0% | +13.2% | +32.8% | +38.0% |
| 5Y | -15.7% | +23.5% | -39.2% | -22.7% |
| 10Y | +64.3% | +213.3% | -149.0% | +15.5% |
| All | +489.5% | +25,648.3% | -25,158.8% | +74.9% |
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