+167.6%
SYK vs NYT
+487.2%
-319.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -12.3% | -0.7% | -11.6% | -12.2% |
| 30D | -22.4% | +4.5% | -26.9% | -23.2% |
| 3M | -12.3% | -8.5% | -3.8% | -10.8% |
| 6M | -24.3% | -15.1% | -9.3% | -22.0% |
| YTD | -22.8% | -3.3% | -19.5% | -22.9% |
| 1Y | -28.8% | +17.0% | -45.8% | -32.0% |
| 3Y | -4.0% | +55.7% | -59.6% | -16.2% |
| 5Y | +3.8% | +38.9% | -35.0% | -9.2% |
| All | +167.6% | +487.2% | -319.6% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling