+171.7%
SLV vs SYK
-4.6%
+176.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -5.3% |
| 7D | -5.0% | -12.3% | +7.3% | -4.9% |
| 30D | -1.8% | -22.4% | +20.7% | -1.6% |
| 3M | -0.3% | -12.3% | +12.1% | -0.3% |
| 6M | -28.2% | -24.3% | -3.9% | -27.3% |
| YTD | -10.7% | -22.8% | +12.0% | -9.9% |
| 1Y | +53.7% | -28.8% | +82.5% | +57.2% |
| All | +171.7% | -4.6% | +176.3% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling