-29.8%
SYK vs EWT
+82.2%
-112.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -2.3% |
| 7D | -12.3% | -1.1% | -11.2% | -12.4% |
| 30D | -22.4% | +4.8% | -27.2% | -21.9% |
| 3M | -12.3% | +11.1% | -23.5% | -11.1% |
| 6M | -24.3% | +54.6% | -78.9% | -25.5% |
| YTD | -22.8% | +71.4% | -94.2% | -23.7% |
| All | -29.8% | +82.2% | -112.1% | -31.5% |
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 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