-80.8%
FIG vs SYK
-31.5%
-49.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.1% |
| 7D | -12.2% | -12.3% | +0.1% | -9.3% |
| 30D | -11.0% | -22.4% | +11.5% | -5.6% |
| 3M | +11.9% | -12.3% | +24.2% | +15.1% |
| 6M | -21.9% | -24.3% | +2.4% | -17.3% |
| YTD | -40.8% | -22.8% | -18.0% | -37.1% |
| 1Y | -56.6% | -28.8% | -27.9% | -56.8% |
| All | -80.8% | -31.5% | -49.3% | -81.4% |
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