+10,495.2%
SYK vs ALL
+3,579.2%
+6,916.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.4% | -6.5% | -8.1% |
| 7D | -12.9% | -1.7% | -11.2% | -12.4% |
| 30D | -18.5% | -4.7% | -13.8% | -17.2% |
| 3M | -8.1% | +18.4% | -26.4% | -12.9% |
| 6M | -23.8% | +20.5% | -44.3% | -28.2% |
| YTD | -20.9% | +23.5% | -44.5% | -26.2% |
| 1Y | -29.0% | +29.0% | -57.9% | -34.7% |
| 3Y | -1.7% | +153.7% | -155.4% | -27.7% |
| 5Y | +4.0% | +114.8% | -110.8% | -20.8% |
| 10Y | +168.8% | +356.1% | -187.4% | +64.2% |
| All | +10,495.2% | +3,579.2% | +6,916.0% | +3,266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling