+13.5%
SYK vs FGI
-66.2%
+79.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.4% | -11.4% | -1.9% |
| 7D | -12.3% | +22.8% | -35.1% | -12.3% |
| 30D | -22.4% | +85.9% | -108.4% | -22.2% |
| 3M | -12.3% | +32.4% | -44.7% | -12.0% |
| 6M | -24.3% | +106.3% | -130.7% | -24.3% |
| YTD | -22.8% | +48.4% | -71.2% | -22.7% |
| 1Y | -28.8% | +116.4% | -145.1% | -28.9% |
| 3Y | -4.0% | +9.2% | -13.1% | -3.3% |
| All | +13.5% | -66.2% | +79.7% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling