-29.8%
SYK vs FITB
+23.7%
-53.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -12.3% | -1.0% | -11.3% | -12.1% |
| 30D | -22.4% | -5.5% | -16.9% | -21.4% |
| 3M | -12.3% | +4.1% | -16.5% | -13.2% |
| 6M | -24.3% | +18.7% | -43.0% | -27.4% |
| YTD | -22.8% | +18.2% | -40.9% | -26.5% |
| All | -29.8% | +23.7% | -53.5% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling