+167.6%
SYK vs FITB
+288.7%
-121.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -12.3% | -1.0% | -11.3% | -12.0% |
| 30D | -22.4% | -5.5% | -16.9% | -21.0% |
| 3M | -12.3% | +4.1% | -16.5% | -13.6% |
| 6M | -24.3% | +18.7% | -43.0% | -28.9% |
| YTD | -22.8% | +18.2% | -40.9% | -27.6% |
| 1Y | -28.8% | +23.7% | -52.4% | -34.4% |
| 3Y | -4.0% | +130.8% | -134.7% | -30.9% |
| 5Y | +3.8% | +69.8% | -65.9% | -18.8% |
| All | +167.6% | +288.7% | -121.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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