+414.7%
SYK vs BIL
+30.4%
+384.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -11.8% | +0.1% | -11.9% | -11.6% |
| 30D | -20.4% | +0.3% | -20.6% | -19.7% |
| 3M | -12.1% | +0.9% | -13.0% | -9.8% |
| 6M | -24.3% | +1.8% | -26.1% | -20.4% |
| YTD | -21.2% | +2.5% | -23.7% | -15.6% |
| 1Y | -29.2% | +3.7% | -32.9% | -21.5% |
| 3Y | -2.1% | +14.1% | -16.1% | +42.3% |
| 5Y | +4.7% | +19.4% | -14.7% | +74.2% |
| 10Y | +178.2% | +25.2% | +153.0% | +440.2% |
| All | +414.7% | +30.4% | +384.3% | +854.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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