+3,476.8%
STX vs SYK
+173.6%
+3,303.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.0% |
| 7D | +8.0% | -12.3% | +20.3% | +12.6% |
| 30D | +5.1% | -22.4% | +27.5% | +14.3% |
| 3M | +5.8% | -12.3% | +18.1% | +7.1% |
| 6M | +124.9% | -24.3% | +149.3% | +140.8% |
| YTD | +213.9% | -22.8% | +236.7% | +232.2% |
| 1Y | +350.4% | -28.8% | +379.2% | +392.2% |
| 3Y | +1,314.2% | -4.0% | +1,318.2% | +1,227.8% |
| 5Y | +1,092.8% | +3.8% | +1,088.9% | +955.5% |
| All | +3,476.8% | +173.6% | +3,303.2% | +2,051.1% |
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