+539.7%
SYK vs CBOE
+1,003.5%
-463.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -12.3% | -3.7% | -8.6% | -11.4% |
| 30D | -22.4% | +2.0% | -24.4% | -23.0% |
| 3M | -12.3% | -4.2% | -8.1% | -12.0% |
| 6M | -24.3% | +1.2% | -25.5% | -25.9% |
| YTD | -22.8% | +15.4% | -38.1% | -27.4% |
| 1Y | -28.8% | +23.5% | -52.3% | -34.6% |
| 3Y | -4.0% | +93.2% | -97.2% | -25.1% |
| 5Y | +3.8% | +142.0% | -138.1% | -25.5% |
| 10Y | +172.8% | +379.2% | -206.4% | +55.0% |
| All | +539.7% | +1,003.5% | -463.8% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling