+5.0%
SYK vs FIVE
+29.0%
-24.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.6% |
| 7D | -12.3% | +0.6% | -12.9% | -12.4% |
| 30D | -22.4% | +3.0% | -25.4% | -22.9% |
| 3M | -12.3% | +23.2% | -35.5% | -15.2% |
| 6M | -24.3% | +9.2% | -33.5% | -25.9% |
| YTD | -22.8% | +28.1% | -50.9% | -26.3% |
| 1Y | -28.8% | +65.3% | -94.0% | -34.9% |
| 3Y | -4.0% | +49.4% | -53.4% | -13.7% |
| All | +5.0% | +29.0% | -24.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling