+4.7%
SYK vs QLD
+120.6%
-115.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -11.8% | +1.9% | -13.7% | -12.2% |
| 30D | -20.4% | -1.8% | -18.6% | -20.1% |
| 3M | -12.1% | -0.1% | -12.0% | -13.1% |
| 6M | -24.3% | +32.6% | -56.9% | -31.4% |
| YTD | -21.2% | +27.9% | -49.1% | -28.1% |
| 1Y | -29.2% | +40.3% | -69.4% | -37.5% |
| 3Y | -2.1% | +182.5% | -184.5% | -33.7% |
| 5Y | +4.7% | +122.5% | -117.8% | -29.0% |
| All | +4.7% | +120.6% | -115.9% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling