+481.2%
SYK vs INDA
+107.4%
+373.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -12.3% | -3.6% | -8.7% | -10.7% |
| 30D | -22.4% | -4.0% | -18.5% | -20.9% |
| 3M | -12.3% | +1.7% | -14.1% | -13.0% |
| 6M | -24.3% | -3.6% | -20.7% | -23.1% |
| YTD | -22.8% | -11.0% | -11.8% | -18.6% |
| 1Y | -28.8% | -9.5% | -19.3% | -25.6% |
| 3Y | -4.0% | +7.6% | -11.6% | -8.2% |
| 5Y | +3.8% | +4.8% | -0.9% | +0.3% |
| 10Y | +172.8% | +82.3% | +90.5% | +101.0% |
| All | +481.2% | +107.4% | +373.8% | +300.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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