+16,706.2%
STX vs SYK
+962.0%
+15,744.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | +9.6% | -11.8% | +21.4% | +15.6% |
| 30D | +10.6% | -20.4% | +31.0% | +22.0% |
| 3M | +4.8% | -12.1% | +16.9% | +7.0% |
| 6M | +137.3% | -24.3% | +161.6% | +158.0% |
| YTD | +222.5% | -21.2% | +243.7% | +242.6% |
| 1Y | +366.2% | -29.2% | +395.4% | +420.0% |
| 3Y | +1,352.9% | -2.1% | +1,355.0% | +1,248.0% |
| 5Y | +1,077.4% | +4.7% | +1,072.7% | +935.6% |
| 10Y | +3,621.5% | +178.2% | +3,443.3% | +1,675.2% |
| All | +16,706.2% | +962.0% | +15,744.1% | +3,199.8% |
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