-22.3%
SYK vs CBOE
+29.2%
-51.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -8.3% | -3.6% | -4.7% | -8.5% |
| 30D | -10.1% | +5.1% | -15.1% | -9.7% |
| 3M | +0.9% | +4.6% | -3.7% | +1.5% |
| 6M | -20.2% | -0.3% | -19.9% | -18.7% |
| YTD | -13.3% | +19.8% | -33.0% | -9.7% |
| 1Y | -22.3% | +28.4% | -50.7% | -19.6% |
| All | -22.3% | +29.2% | -51.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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