-22.3%
SYK vs FIX
+128.3%
-150.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.4% |
| 7D | -8.3% | +6.0% | -14.4% | -7.8% |
| 30D | -10.1% | -7.2% | -2.8% | -10.5% |
| 3M | +0.9% | -15.9% | +16.8% | +0.1% |
| 6M | -20.2% | +12.7% | -32.9% | -20.9% |
| YTD | -13.3% | +72.8% | -86.1% | -12.4% |
| 1Y | -22.3% | +122.9% | -145.2% | -20.7% |
| All | -22.3% | +128.3% | -150.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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