+113.9%
SOXX vs SYK
-21.3%
+135.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.0% |
| 7D | +2.2% | -8.3% | +10.5% | -0.9% |
| 30D | -2.0% | -10.1% | +8.0% | -5.5% |
| 3M | -13.7% | +0.9% | -14.6% | -14.0% |
| 6M | +52.4% | -20.2% | +72.6% | +54.0% |
| YTD | +72.8% | -13.3% | +86.1% | +75.8% |
| 1Y | +113.9% | -22.3% | +136.2% | +117.2% |
| All | +113.9% | -21.3% | +135.2% | +117.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling