+167.6%
SYK vs QLD
+1,707.9%
-1,540.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.3% |
| 7D | -12.3% | -2.6% | -9.7% | -11.6% |
| 30D | -22.4% | -3.3% | -19.2% | -21.7% |
| 3M | -12.3% | +1.8% | -14.2% | -14.2% |
| 6M | -24.3% | +29.7% | -54.0% | -32.4% |
| YTD | -22.8% | +25.1% | -47.9% | -30.5% |
| 1Y | -28.8% | +37.1% | -65.9% | -38.3% |
| 3Y | -4.0% | +176.3% | -180.3% | -38.6% |
| 5Y | +3.8% | +121.0% | -117.1% | -32.8% |
| All | +167.6% | +1,707.9% | -1,540.4% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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