+1,092.5%
STX vs SYK
+3.4%
+1,089.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.2% |
| 7D | +8.0% | -12.3% | +20.3% | +11.0% |
| 30D | +5.1% | -22.4% | +27.5% | +11.3% |
| 3M | +5.8% | -12.3% | +18.1% | +5.7% |
| 6M | +124.9% | -24.3% | +149.3% | +138.8% |
| YTD | +213.9% | -22.8% | +236.7% | +229.0% |
| 1Y | +350.4% | -28.8% | +379.2% | +389.1% |
| 3Y | +1,314.2% | -4.0% | +1,318.2% | +1,191.7% |
| All | +1,092.5% | +3.4% | +1,089.1% | +859.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling