+318.0%
SPYM vs SYK
+179.2%
+138.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | 0.0% |
| 7D | -0.8% | -9.1% | +8.3% | +3.1% |
| 30D | -1.1% | -20.6% | +19.6% | +8.7% |
| 3M | +3.9% | -9.6% | +13.5% | +6.8% |
| 6M | +13.6% | -19.9% | +33.5% | +22.7% |
| YTD | +12.7% | -21.2% | +33.9% | +22.2% |
| 1Y | +17.6% | -28.4% | +46.0% | +32.9% |
| 3Y | +77.2% | -5.3% | +82.6% | +73.1% |
| 5Y | +84.1% | +6.0% | +78.1% | +66.4% |
| All | +318.0% | +179.2% | +138.8% | +156.4% |
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