+3,566.2%
SYK vs FE
+556.9%
+3,009.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.1% | -8.6% |
| 7D | -12.9% | +0.6% | -13.5% | -13.1% |
| 30D | -18.5% | -2.1% | -16.3% | -17.9% |
| 3M | -8.1% | +2.6% | -10.7% | -8.9% |
| 6M | -23.8% | -6.8% | -17.0% | -22.0% |
| YTD | -20.9% | +6.9% | -27.8% | -22.7% |
| 1Y | -29.0% | +11.6% | -40.5% | -31.7% |
| 3Y | -1.7% | +47.7% | -49.4% | -14.7% |
| 5Y | +4.0% | +46.2% | -42.3% | -10.0% |
| 10Y | +168.8% | +109.2% | +59.6% | +102.8% |
| All | +3,566.2% | +556.9% | +3,009.3% | +2,485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling