+167.6%
SYK vs EW
+126.7%
+40.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.3% |
| 7D | -12.3% | -3.4% | -9.0% | -10.8% |
| 30D | -22.4% | -7.4% | -15.1% | -19.5% |
| 3M | -12.3% | +0.9% | -13.3% | -12.6% |
| 6M | -24.3% | +1.2% | -25.5% | -24.8% |
| YTD | -22.8% | +1.8% | -24.5% | -23.7% |
| 1Y | -28.8% | +10.8% | -39.6% | -32.6% |
| 3Y | -4.0% | +17.1% | -21.1% | -17.7% |
| 5Y | +3.8% | -28.2% | +32.1% | +13.2% |
| All | +167.6% | +126.7% | +40.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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