+22,742.0%
SYK vs EFX
+6,112.3%
+16,629.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -9.1% | -4.5% | -4.5% | -7.8% |
| 30D | -20.6% | -6.1% | -14.6% | -19.2% |
| 3M | -9.6% | +6.2% | -15.8% | -11.3% |
| 6M | -19.9% | -11.2% | -8.7% | -17.6% |
| YTD | -21.2% | -21.4% | +0.2% | -16.6% |
| 1Y | -28.4% | -34.3% | +5.9% | -20.3% |
| 3Y | -5.3% | -12.5% | +7.2% | -5.7% |
| 5Y | +6.0% | -35.6% | +41.6% | +13.6% |
| 10Y | +178.4% | +41.8% | +136.6% | +131.8% |
| All | +22,742.0% | +6,112.3% | +16,629.7% | +7,350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling