+4.7%
SYK vs FIX
+2,151.9%
-2,147.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -11.8% | +3.5% | -15.3% | -12.2% |
| 30D | -20.4% | -3.5% | -16.8% | -20.2% |
| 3M | -12.1% | -11.8% | -0.3% | -11.7% |
| 6M | -24.3% | +17.8% | -42.1% | -27.8% |
| YTD | -21.2% | +73.3% | -94.5% | -29.7% |
| 1Y | -29.2% | +128.1% | -157.3% | -40.6% |
| 3Y | -2.1% | +772.7% | -774.7% | -45.3% |
| 5Y | +4.7% | +2,166.4% | -2,161.7% | -59.9% |
| All | +4.7% | +2,151.9% | -2,147.1% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling