+432.4%
SYK vs ACWI
+354.7%
+77.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.4% |
| 7D | -12.9% | +1.1% | -14.0% | -13.7% |
| 30D | -18.5% | -0.2% | -18.3% | -18.3% |
| 3M | -8.1% | +4.7% | -12.8% | -11.8% |
| 6M | -23.8% | +14.5% | -38.2% | -32.3% |
| YTD | -20.9% | +14.6% | -35.5% | -30.0% |
| 1Y | -29.0% | +21.4% | -50.4% | -40.2% |
| 3Y | -1.7% | +77.6% | -79.3% | -39.9% |
| 5Y | +4.0% | +68.1% | -64.1% | -33.3% |
| 10Y | +168.8% | +226.1% | -57.4% | +5.9% |
| All | +432.4% | +354.7% | +77.8% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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