+123.8%
STX vs SYK
-4.2%
+128.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.4% | -17.5% | -2.2% |
| 7D | -20.2% | +11.7% | -31.9% | -13.6% |
| 30D | -37.2% | +19.1% | -56.3% | -28.9% |
| 3M | -34.1% | +1.4% | -35.5% | -32.5% |
| 6M | -24.5% | +17.4% | -41.9% | -16.0% |
| YTD | +102.9% | -2.5% | +105.5% | +130.6% |
| 1Y | +123.8% | -5.3% | +129.1% | +150.3% |
| All | +123.8% | -4.2% | +128.0% | +150.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling