+546.9%
SYK vs EFV
+252.1%
+294.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -12.3% | -2.0% | -10.3% | -11.1% |
| 30D | -22.4% | -0.2% | -22.3% | -22.3% |
| 3M | -12.3% | +9.1% | -21.5% | -17.3% |
| 6M | -24.3% | +11.7% | -36.0% | -29.8% |
| YTD | -22.8% | +17.0% | -39.8% | -30.7% |
| 1Y | -28.8% | +26.7% | -55.5% | -39.4% |
| 3Y | -4.0% | +90.2% | -94.1% | -37.7% |
| 5Y | +3.8% | +96.1% | -92.2% | -33.9% |
| 10Y | +172.8% | +164.5% | +8.3% | +45.2% |
| All | +546.9% | +252.1% | +294.7% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling