+13,399.1%
SPGI vs SYK
+22,814.2%
-9,415.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.8% | +5.6% | -0.6% |
| 7D | -2.5% | -12.9% | +10.4% | +1.5% |
| 30D | +5.4% | -18.5% | +23.9% | +11.8% |
| 3M | +9.0% | -8.1% | +17.1% | +11.2% |
| 6M | +0.8% | -23.8% | +24.5% | +8.5% |
| YTD | -12.6% | -20.9% | +8.4% | -7.0% |
| 1Y | -16.1% | -29.0% | +12.8% | -8.0% |
| 3Y | +19.0% | -1.7% | +20.7% | +18.1% |
| 5Y | +5.1% | +4.0% | +1.1% | +2.1% |
| 10Y | +295.5% | +168.8% | +126.7% | +197.7% |
| All | +13,399.1% | +22,814.2% | -9,415.0% | +5,247.0% |
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