-22.3%
SYK vs FDS
-17.4%
-5.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.0% |
| 7D | -8.3% | -1.9% | -6.4% | -8.1% |
| 30D | -10.1% | +9.0% | -19.1% | -11.4% |
| 3M | +0.9% | +18.9% | -17.9% | -2.6% |
| 6M | -20.2% | +35.1% | -55.3% | -24.3% |
| YTD | -13.3% | +5.5% | -18.8% | -13.9% |
| 1Y | -22.3% | -16.8% | -5.5% | -21.9% |
| All | -22.3% | -17.4% | -5.0% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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