+282.6%
SPGI vs SYK
+173.6%
+109.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.9% |
| 7D | -8.9% | -12.3% | +3.4% | -2.5% |
| 30D | +0.6% | -22.4% | +23.1% | +14.7% |
| 3M | +2.0% | -12.3% | +14.3% | +8.0% |
| 6M | +0.1% | -24.3% | +24.4% | +14.2% |
| YTD | -16.4% | -22.8% | +6.3% | -5.9% |
| 1Y | -18.9% | -28.8% | +9.8% | -4.7% |
| 3Y | +13.8% | -4.0% | +17.7% | +11.3% |
| 5Y | +0.5% | +3.8% | -3.3% | -7.9% |
| All | +282.6% | +173.6% | +109.0% | +125.2% |
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