+661.7%
SYK vs ITOT
+879.4%
-217.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.4% |
| 7D | -12.3% | -2.0% | -10.3% | -10.7% |
| 30D | -22.4% | -2.0% | -20.5% | -21.1% |
| 3M | -12.3% | +4.5% | -16.9% | -15.9% |
| 6M | -24.3% | +12.6% | -37.0% | -32.2% |
| YTD | -22.8% | +12.0% | -34.8% | -30.6% |
| 1Y | -28.8% | +17.3% | -46.0% | -38.7% |
| 3Y | -4.0% | +75.2% | -79.2% | -42.6% |
| 5Y | +3.8% | +74.0% | -70.2% | -37.6% |
| 10Y | +172.8% | +298.6% | -125.8% | -17.2% |
| All | +661.7% | +879.4% | -217.7% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling