-7.2%
SYK vs FLEX
+442.3%
-449.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.9% |
| 7D | -12.3% | +0.1% | -12.4% | -12.3% |
| 30D | -22.4% | -11.8% | -10.7% | -22.3% |
| 3M | -12.3% | -22.6% | +10.2% | -12.2% |
| 6M | -24.3% | +77.3% | -101.6% | -30.5% |
| YTD | -22.8% | +78.8% | -101.5% | -29.4% |
| 1Y | -28.8% | +86.1% | -114.8% | -35.7% |
| All | -7.2% | +442.3% | -449.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling