+8,718.2%
SYK vs FLEX
+7,744.0%
+974.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -11.8% | +6.4% | -18.1% | -12.6% |
| 30D | -20.4% | -5.9% | -14.5% | -19.9% |
| 3M | -12.1% | -23.5% | +11.4% | -10.0% |
| 6M | -24.3% | +83.7% | -108.1% | -32.9% |
| YTD | -21.2% | +86.5% | -107.7% | -30.6% |
| 1Y | -29.2% | +100.5% | -129.7% | -38.6% |
| 3Y | -2.1% | +469.8% | -471.9% | -28.5% |
| 5Y | +4.7% | +725.7% | -720.9% | -28.0% |
| 10Y | +178.2% | +1,086.7% | -908.5% | +74.9% |
| All | +8,718.2% | +7,744.0% | +974.2% | +3,614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling