+167.6%
SYK vs EFX
+41.8%
+125.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -12.3% | -11.1% | -1.2% | -8.5% |
| 30D | -22.4% | -7.4% | -15.1% | -20.3% |
| 3M | -12.3% | +1.5% | -13.8% | -13.1% |
| 6M | -24.3% | -13.7% | -10.6% | -20.9% |
| YTD | -22.8% | -21.9% | -0.9% | -17.1% |
| 1Y | -28.8% | -30.8% | +2.0% | -20.3% |
| 3Y | -4.0% | -12.4% | +8.4% | -6.3% |
| 5Y | +3.8% | -35.9% | +39.8% | +12.2% |
| All | +167.6% | +41.8% | +125.8% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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