-5.4%
SYK vs FGI
-1.2%
-4.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.4% |
| 7D | -11.8% | +14.7% | -26.5% | -11.7% |
| 30D | -20.4% | +67.0% | -87.3% | -19.7% |
| 3M | -12.1% | +31.0% | -43.1% | -11.4% |
| 6M | -24.3% | +126.8% | -151.2% | -23.7% |
| YTD | -21.2% | +35.6% | -56.8% | -20.6% |
| 1Y | -29.2% | +108.9% | -138.1% | -28.0% |
| All | -5.4% | -1.2% | -4.2% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling