-22.3%
SYK vs FGI
+81.8%
-104.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.5% |
| 7D | -8.3% | +0.5% | -8.9% | -8.3% |
| 30D | -10.1% | +65.4% | -75.5% | -9.5% |
| 3M | +0.9% | +23.5% | -22.6% | +1.5% |
| 6M | -20.2% | +60.5% | -80.7% | -20.0% |
| YTD | -13.3% | +30.0% | -43.3% | -13.0% |
| 1Y | -22.3% | +82.1% | -104.4% | -22.2% |
| All | -22.3% | +81.8% | -104.2% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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