-14.3%
SHOP vs SYK
+3.4%
-17.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +1.5% |
| 7D | -13.2% | -12.3% | -0.9% | -3.0% |
| 30D | -17.0% | -22.4% | +5.4% | +2.6% |
| 3M | +17.0% | -12.3% | +29.3% | +27.8% |
| 6M | -2.1% | -24.3% | +22.2% | +21.2% |
| YTD | -21.4% | -22.8% | +1.4% | -5.8% |
| 1Y | -11.0% | -28.8% | +17.8% | +15.1% |
| 3Y | +100.9% | -4.0% | +104.9% | +86.1% |
| All | -14.3% | +3.4% | -17.7% | -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