+161.5%
SLV vs SYK
+3.4%
+158.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -5.1% |
| 7D | -5.0% | -12.3% | +7.3% | -3.6% |
| 30D | -1.8% | -22.4% | +20.7% | +1.0% |
| 3M | -0.3% | -12.3% | +12.1% | +0.7% |
| 6M | -28.2% | -24.3% | -3.9% | -25.7% |
| YTD | -10.7% | -22.8% | +12.0% | -8.4% |
| 1Y | +53.7% | -28.8% | +82.5% | +60.4% |
| 3Y | +173.7% | -4.0% | +177.7% | +164.4% |
| All | +161.5% | +3.4% | +158.1% | +133.2% |
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