+50.0%
RSP vs SYK
+3.4%
+46.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -3.1% | -12.3% | +9.2% | +1.5% |
| 30D | -3.4% | -22.4% | +19.0% | +5.9% |
| 3M | +3.6% | -12.3% | +16.0% | +7.5% |
| 6M | +9.0% | -24.3% | +33.3% | +19.8% |
| YTD | +12.2% | -22.8% | +35.0% | +21.9% |
| 1Y | +15.6% | -28.8% | +44.3% | +30.0% |
| 3Y | +51.6% | -4.0% | +55.6% | +47.2% |
| All | +50.0% | +3.4% | +46.6% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling