-5.4%
SYK vs FE
+46.9%
-52.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -11.8% | -0.2% | -11.6% | -11.7% |
| 30D | -20.4% | -1.2% | -19.2% | -20.1% |
| 3M | -12.1% | +1.7% | -13.7% | -12.4% |
| 6M | -24.3% | -7.5% | -16.9% | -22.7% |
| YTD | -21.2% | +6.3% | -27.5% | -22.4% |
| 1Y | -29.2% | +10.9% | -40.0% | -31.0% |
| All | -5.4% | +46.9% | -52.2% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling