-5.3%
SYK vs ALL
+152.0%
-157.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -9.1% | -2.3% | -6.8% | -8.3% |
| 30D | -20.6% | -0.4% | -20.2% | -20.5% |
| 3M | -9.6% | +16.0% | -25.6% | -13.7% |
| 6M | -19.9% | +24.6% | -44.5% | -25.2% |
| YTD | -21.2% | +23.7% | -44.8% | -26.3% |
| 1Y | -28.4% | +27.7% | -56.1% | -33.8% |
| 3Y | -5.3% | +150.2% | -155.6% | -31.5% |
| All | -5.3% | +152.0% | -157.3% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling