+59.6%
SCHW vs SYK
+3.4%
+56.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.5% |
| 7D | -2.8% | -12.3% | +9.6% | +2.1% |
| 30D | -0.1% | -22.4% | +22.4% | +9.9% |
| 3M | +20.6% | -12.3% | +32.9% | +25.3% |
| 6M | +15.9% | -24.3% | +40.3% | +27.8% |
| YTD | +8.5% | -22.8% | +31.3% | +18.1% |
| 1Y | +17.8% | -28.8% | +46.6% | +32.8% |
| 3Y | +88.5% | -4.0% | +92.5% | +82.1% |
| All | +59.6% | +3.4% | +56.2% | +44.8% |
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 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