+1,636.0%
SYK vs ASX
+3,734.8%
-2,098.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.1% | -14.9% | -9.7% |
| 7D | -12.9% | +6.3% | -19.2% | -13.8% |
| 30D | -18.5% | +6.4% | -24.9% | -19.5% |
| 3M | -8.1% | +13.1% | -21.2% | -11.3% |
| 6M | -23.8% | +90.3% | -114.1% | -33.0% |
| YTD | -20.9% | +149.6% | -170.6% | -33.8% |
| 1Y | -29.0% | +249.2% | -278.1% | -44.1% |
| 3Y | -1.7% | +445.9% | -447.6% | -29.7% |
| 5Y | +4.0% | +477.7% | -473.8% | -27.6% |
| 10Y | +168.8% | +913.4% | -744.6% | +65.5% |
| All | +1,636.0% | +3,734.8% | -2,098.8% | +714.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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