-28.8%
SYK vs QLD
+35.7%
-64.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.1% |
| 7D | -12.3% | -2.6% | -9.7% | -12.5% |
| 30D | -22.4% | -3.3% | -19.2% | -22.6% |
| 3M | -12.3% | +1.8% | -14.2% | -12.4% |
| 6M | -24.3% | +29.7% | -54.0% | -26.7% |
| YTD | -22.8% | +25.1% | -47.9% | -25.1% |
| 1Y | -28.8% | +37.1% | -65.9% | -32.0% |
| All | -28.8% | +35.7% | -64.5% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling