+167.6%
SYK vs EFV
+167.0%
+0.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -12.3% | -2.0% | -10.3% | -10.8% |
| 30D | -22.4% | -0.2% | -22.3% | -22.3% |
| 3M | -12.3% | +9.1% | -21.5% | -18.8% |
| 6M | -24.3% | +11.7% | -36.0% | -31.5% |
| YTD | -22.8% | +17.0% | -39.8% | -33.2% |
| 1Y | -28.8% | +26.7% | -55.5% | -42.6% |
| 3Y | -4.0% | +90.2% | -94.1% | -47.0% |
| 5Y | +3.8% | +96.1% | -92.2% | -44.7% |
| All | +167.6% | +167.0% | +0.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling