+365.4%
STX vs SYK
-21.3%
+386.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +5.2% |
| 7D | +2.4% | -8.3% | +10.7% | -3.7% |
| 30D | +1.4% | -10.1% | +11.4% | -5.5% |
| 3M | -8.2% | +0.9% | -9.1% | -6.4% |
| 6M | +127.0% | -20.2% | +147.2% | +128.6% |
| YTD | +209.1% | -13.3% | +222.4% | +215.4% |
| 1Y | +365.4% | -22.3% | +387.8% | +353.4% |
| All | +365.4% | -21.3% | +386.7% | +353.4% |
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 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