+2,502.1%
SOXX vs SYK
+1,131.6%
+1,370.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -1.7% |
| 7D | +3.0% | -12.3% | +15.4% | +9.9% |
| 30D | -3.1% | -22.4% | +19.3% | +9.8% |
| 3M | -4.4% | -12.3% | +7.9% | -0.9% |
| 6M | +52.9% | -24.3% | +77.2% | +70.0% |
| YTD | +72.0% | -22.8% | +94.8% | +88.4% |
| 1Y | +105.1% | -28.8% | +133.9% | +134.0% |
| 3Y | +220.6% | -4.0% | +224.6% | +206.6% |
| 5Y | +244.8% | +3.8% | +241.0% | +213.8% |
| 10Y | +1,537.1% | +172.8% | +1,364.3% | +753.9% |
| All | +2,502.1% | +1,131.6% | +1,370.5% | +451.1% |
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