+222.6%
SYK vs QLD
+1,536.4%
-1,313.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -3.1% |
| 7D | -6.1% | -1.2% | -5.0% | -6.2% |
| 30D | +12.8% | -15.7% | +28.5% | +18.0% |
| 3M | -8.1% | -10.0% | +1.9% | -6.1% |
| 6M | +13.5% | -11.2% | +24.7% | +14.3% |
| YTD | -8.5% | +16.4% | -24.9% | -16.6% |
| 1Y | -11.4% | +12.7% | -24.0% | -18.5% |
| 3Y | +20.0% | +152.3% | -132.3% | -21.5% |
| 5Y | +27.6% | +91.8% | -64.2% | -13.8% |
| 10Y | +222.6% | +1,520.2% | -1,297.6% | -16.2% |
| All | +222.6% | +1,536.4% | -1,313.8% | -16.2% |
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