-29.8%
SYK vs BTDR
-16.9%
-13.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -2.1% |
| 7D | -12.3% | -3.2% | -9.1% | -12.4% |
| 30D | -22.4% | +32.7% | -55.1% | -21.8% |
| 3M | -12.3% | -28.4% | +16.0% | -12.4% |
| 6M | -24.3% | +51.7% | -76.0% | -23.9% |
| YTD | -22.8% | +2.9% | -25.6% | -22.9% |
| All | -29.8% | -16.9% | -13.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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