+2,273.4%
STM vs SYK
+7,713.8%
-5,440.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.8% | +8.3% | +3.6% |
| 7D | +5.2% | -12.9% | +18.1% | +11.8% |
| 30D | -7.4% | -18.5% | +11.1% | +1.2% |
| 3M | -30.6% | -8.1% | -22.6% | -30.0% |
| 6M | +66.4% | -23.8% | +90.1% | +82.3% |
| YTD | +101.1% | -20.9% | +122.1% | +116.3% |
| 1Y | +97.4% | -29.0% | +126.3% | +123.2% |
| 3Y | +21.1% | -1.7% | +22.8% | +17.5% |
| 5Y | +22.5% | +4.0% | +18.5% | +15.3% |
| 10Y | +657.6% | +168.8% | +488.8% | +364.5% |
| All | +2,273.4% | +7,713.8% | -5,440.4% | +507.2% |
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 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