+339.6%
SLV vs SYK
+682.6%
-343.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | +2.8% | -11.8% | +14.6% | +4.8% |
| 30D | +2.2% | -20.4% | +22.6% | +5.8% |
| 3M | +2.9% | -12.1% | +15.0% | +4.5% |
| 6M | -22.4% | -24.3% | +1.9% | -19.4% |
| YTD | -5.7% | -21.2% | +15.5% | -3.1% |
| 1Y | +63.3% | -29.2% | +92.5% | +71.0% |
| 3Y | +189.0% | -2.1% | +191.1% | +183.6% |
| 5Y | +172.7% | +4.7% | +167.9% | +161.1% |
| 10Y | +235.3% | +178.2% | +57.0% | +159.8% |
| All | +339.6% | +682.6% | -343.0% | +187.1% |
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