+203.4%
RSP vs SYK
+173.6%
+29.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | -3.1% | -12.3% | +9.2% | +2.6% |
| 30D | -3.4% | -22.4% | +19.0% | +8.0% |
| 3M | +3.6% | -12.3% | +16.0% | +8.5% |
| 6M | +9.0% | -24.3% | +33.3% | +21.7% |
| YTD | +12.2% | -22.8% | +35.0% | +23.7% |
| 1Y | +15.6% | -28.8% | +44.3% | +32.2% |
| 3Y | +51.6% | -4.0% | +55.6% | +47.3% |
| 5Y | +50.4% | +3.8% | +46.6% | +37.0% |
| All | +203.4% | +173.6% | +29.8% | +87.8% |
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