+22,727.9%
SYK vs FITB
+2,819.0%
+19,909.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -11.8% | -0.4% | -11.4% | -11.7% |
| 30D | -20.4% | -5.1% | -15.2% | -19.6% |
| 3M | -12.1% | +3.5% | -15.6% | -12.7% |
| 6M | -24.3% | +17.2% | -41.5% | -26.7% |
| YTD | -21.2% | +17.6% | -38.9% | -23.9% |
| 1Y | -29.2% | +23.4% | -52.5% | -32.3% |
| 3Y | -2.1% | +129.7% | -131.8% | -17.9% |
| 5Y | +4.7% | +68.4% | -63.7% | -8.0% |
| 10Y | +178.2% | +285.6% | -107.4% | +103.1% |
| All | +22,727.9% | +2,819.0% | +19,909.0% | +6,386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling