+1,507.2%
SOXX vs SYK
+173.6%
+1,333.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -1.7% |
| 7D | +3.0% | -12.3% | +15.4% | +9.8% |
| 30D | -3.1% | -22.4% | +19.3% | +9.7% |
| 3M | -4.4% | -12.3% | +7.9% | -1.3% |
| 6M | +52.9% | -24.3% | +77.2% | +70.4% |
| YTD | +72.0% | -22.8% | +94.8% | +88.6% |
| 1Y | +105.1% | -28.8% | +133.9% | +135.0% |
| 3Y | +220.6% | -4.0% | +224.6% | +202.3% |
| 5Y | +244.8% | +3.8% | +241.0% | +205.2% |
| All | +1,507.2% | +173.6% | +1,333.6% | +775.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling