+3,773.4%
SYK vs FIX
+12,769.2%
-8,995.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.2% | -9.1% |
| 7D | -12.9% | +6.1% | -19.0% | -13.7% |
| 30D | -18.5% | -2.7% | -15.8% | -18.4% |
| 3M | -8.1% | -10.9% | +2.9% | -7.7% |
| 6M | -23.8% | +29.0% | -52.8% | -27.9% |
| YTD | -20.9% | +76.9% | -97.8% | -28.9% |
| 1Y | -29.0% | +130.7% | -159.7% | -39.1% |
| 3Y | -1.7% | +790.7% | -792.4% | -33.8% |
| 5Y | +4.0% | +2,185.6% | -2,181.6% | -39.8% |
| 10Y | +168.8% | +5,993.3% | -5,824.5% | +32.8% |
| All | +3,773.4% | +12,769.2% | -8,995.8% | +1,408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling