+51,606.1%
SCHW vs SYK
+22,282.0%
+29,324.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.5% |
| 7D | -2.8% | -12.3% | +9.6% | +2.2% |
| 30D | -0.1% | -22.4% | +22.4% | +10.1% |
| 3M | +20.6% | -12.3% | +32.9% | +25.7% |
| 6M | +15.9% | -24.3% | +40.3% | +27.6% |
| YTD | +8.5% | -22.8% | +31.3% | +18.1% |
| 1Y | +17.8% | -28.8% | +46.6% | +32.2% |
| 3Y | +88.5% | -4.0% | +92.5% | +85.7% |
| 5Y | +60.6% | +3.8% | +56.8% | +51.5% |
| 10Y | +298.0% | +172.8% | +125.2% | +153.8% |
| All | +51,606.1% | +22,282.0% | +29,324.1% | +8,975.4% |
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