+250.1%
SPOT vs SYK
+88.4%
+161.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.7% |
| 7D | -6.9% | -12.3% | +5.5% | -1.0% |
| 30D | +4.1% | -22.4% | +26.6% | +17.3% |
| 3M | +3.7% | -12.3% | +16.0% | +9.6% |
| 6M | -1.6% | -24.3% | +22.7% | +11.2% |
| YTD | -10.2% | -22.8% | +12.6% | +0.1% |
| 1Y | -25.9% | -28.8% | +2.9% | -14.4% |
| 3Y | +235.6% | -4.0% | +239.6% | +230.5% |
| 5Y | +110.6% | +3.8% | +106.7% | +95.2% |
| All | +250.1% | +88.4% | +161.7% | +141.6% |
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