-7.2%
SYK vs FITB
+129.2%
-136.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -26.1% |
| 1Y | -28.8% | +23.7% | -52.4% | -32.7% |
| All | -7.2% | +129.2% | -136.4% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling