-29.8%
SYK vs FTI
+87.8%
-117.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -2.1% |
| 7D | -12.3% | -5.6% | -6.7% | -12.7% |
| 30D | -22.4% | +0.4% | -22.9% | -22.3% |
| 3M | -12.3% | +8.1% | -20.5% | -11.8% |
| 6M | -24.3% | +16.7% | -41.0% | -24.4% |
| YTD | -22.8% | +70.0% | -92.7% | -24.2% |
| All | -29.8% | +87.8% | -117.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling