+220.8%
SOXX vs SYK
-4.6%
+225.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.4% |
| 7D | +3.0% | -12.3% | +15.4% | +5.2% |
| 30D | -3.1% | -22.4% | +19.3% | +1.1% |
| 3M | -4.4% | -12.3% | +7.9% | -4.7% |
| 6M | +52.9% | -24.3% | +77.2% | +63.3% |
| YTD | +72.0% | -22.8% | +94.8% | +81.0% |
| 1Y | +105.1% | -28.8% | +133.9% | +125.3% |
| All | +220.8% | -4.6% | +225.4% | +217.8% |
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