-23.6%
SYK vs FPS
+19.2%
-42.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.6% |
| 7D | -11.8% | +5.3% | -17.1% | -11.6% |
| 30D | -20.4% | -17.6% | -2.8% | -20.9% |
| 3M | -12.1% | -45.8% | +33.7% | -13.4% |
| 6M | -24.3% | -10.1% | -14.2% | -27.4% |
| All | -23.6% | +19.2% | -42.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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