+167.6%
SYK vs FDS
+66.9%
+100.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.9% | +0.4% |
| 7D | -12.3% | -16.0% | +3.7% | -6.1% |
| 30D | -22.4% | -6.7% | -15.7% | -20.4% |
| 3M | -12.3% | +6.0% | -18.3% | -15.0% |
| 6M | -24.3% | +25.1% | -49.4% | -32.6% |
| YTD | -22.8% | -8.1% | -14.6% | -22.1% |
| 1Y | -28.8% | -26.0% | -2.8% | -21.4% |
| 3Y | -4.0% | -36.4% | +32.4% | +11.8% |
| 5Y | +3.8% | -27.7% | +31.6% | +11.6% |
| All | +167.6% | +66.9% | +100.7% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling