+167.6%
SYK vs EWT
+512.3%
-344.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -0.9% |
| 7D | -12.3% | -1.1% | -11.2% | -11.9% |
| 30D | -22.4% | +4.8% | -27.2% | -24.1% |
| 3M | -12.3% | +11.1% | -23.5% | -17.9% |
| 6M | -24.3% | +54.6% | -78.9% | -41.4% |
| YTD | -22.8% | +71.4% | -94.2% | -43.8% |
| 1Y | -28.8% | +82.1% | -110.9% | -50.3% |
| 3Y | -4.0% | +193.2% | -197.2% | -52.0% |
| 5Y | +3.8% | +146.1% | -142.2% | -42.0% |
| All | +167.6% | +512.3% | -344.8% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling