-22.3%
SYK vs ALL
+28.3%
-50.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.1% |
| 7D | -8.3% | 0.0% | -8.4% | -8.3% |
| 30D | -10.1% | -1.5% | -8.6% | -9.7% |
| 3M | +0.9% | +23.6% | -22.7% | -6.1% |
| 6M | -20.2% | +22.3% | -42.5% | -25.5% |
| YTD | -13.3% | +26.5% | -39.8% | -19.8% |
| 1Y | -22.3% | +27.0% | -49.4% | -28.6% |
| All | -22.3% | +28.3% | -50.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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