+818.7%
SPYM vs SYK
+703.2%
+115.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.3% |
| 7D | -1.0% | -9.1% | +8.0% | +2.8% |
| 30D | -1.3% | -20.6% | +19.3% | +8.4% |
| 3M | +3.6% | -9.6% | +13.2% | +6.6% |
| 6M | +13.3% | -19.9% | +33.2% | +22.2% |
| YTD | +12.4% | -21.2% | +33.6% | +21.8% |
| 1Y | +17.3% | -28.4% | +45.7% | +32.2% |
| 3Y | +76.8% | -5.3% | +82.1% | +73.6% |
| 5Y | +83.6% | +6.0% | +77.7% | +68.2% |
| 10Y | +322.7% | +178.4% | +144.3% | +144.4% |
| All | +818.7% | +703.2% | +115.5% | +259.7% |
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