+552.9%
QQQ vs SYK
+173.6%
+379.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | -1.3% | -12.3% | +11.1% | +4.3% |
| 30D | -1.4% | -22.4% | +21.1% | +9.8% |
| 3M | +2.3% | -12.3% | +14.6% | +6.3% |
| 6M | +16.9% | -24.3% | +41.2% | +29.4% |
| YTD | +15.6% | -22.8% | +38.4% | +26.3% |
| 1Y | +22.6% | -28.8% | +51.4% | +38.9% |
| 3Y | +93.5% | -4.0% | +97.5% | +86.3% |
| 5Y | +93.9% | +3.8% | +90.1% | +76.0% |
| All | +552.9% | +173.6% | +379.3% | +283.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling