-22.3%
SYK vs EWT
+99.0%
-121.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.3% |
| 7D | -8.3% | +4.0% | -12.3% | -7.8% |
| 30D | -10.1% | +10.3% | -20.4% | -8.7% |
| 3M | +0.9% | +6.1% | -5.2% | +2.6% |
| 6M | -20.2% | +56.6% | -76.8% | -20.9% |
| YTD | -13.3% | +76.6% | -89.9% | -13.5% |
| 1Y | -22.3% | +97.9% | -120.2% | -21.4% |
| All | -22.3% | +99.0% | -121.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling