-29.8%
SYK vs FIX
+108.7%
-138.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -2.1% |
| 7D | -12.3% | +0.7% | -13.0% | -12.3% |
| 30D | -22.4% | -5.7% | -16.7% | -22.7% |
| 3M | -12.3% | -7.4% | -4.9% | -13.0% |
| 6M | -24.3% | +15.1% | -39.4% | -25.1% |
| YTD | -22.8% | +70.7% | -93.5% | -22.4% |
| All | -29.8% | +108.7% | -138.6% | -29.7% |
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