-24.5%
SYK vs ITW
+4.3%
-28.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -7.0% | -0.4% | -6.6% | -6.9% |
| 30D | -16.9% | -7.5% | -9.4% | -14.7% |
| 3M | -9.5% | +5.1% | -14.6% | -10.7% |
| 6M | -15.9% | +2.0% | -17.9% | -16.4% |
| YTD | -19.4% | +10.6% | -30.0% | -21.7% |
| All | -24.5% | +4.3% | -28.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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