-28.4%
SYK vs ITOT
+17.8%
-46.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.9% |
| 7D | -9.1% | -0.9% | -8.2% | -8.9% |
| 30D | -20.6% | -1.5% | -19.2% | -20.4% |
| 3M | -9.6% | +3.6% | -13.2% | -10.2% |
| 6M | -19.9% | +13.7% | -33.6% | -23.4% |
| YTD | -21.2% | +12.9% | -34.1% | -24.6% |
| 1Y | -28.4% | +17.2% | -45.6% | -33.2% |
| All | -28.4% | +17.8% | -46.2% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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