+750.5%
SYK vs QLD
+9,036.4%
-8,285.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -8.3% | +0.6% | -8.9% | -8.5% |
| 30D | -10.1% | -0.1% | -9.9% | -10.2% |
| 3M | +0.9% | -8.4% | +9.3% | +1.9% |
| 6M | -20.2% | +32.2% | -52.4% | -29.5% |
| YTD | -13.3% | +28.9% | -42.2% | -23.0% |
| 1Y | -22.3% | +43.8% | -66.2% | -34.2% |
| 3Y | +9.7% | +176.6% | -166.9% | -30.0% |
| 5Y | +15.4% | +121.6% | -106.2% | -25.7% |
| 10Y | +192.9% | +1,652.9% | -1,460.1% | -20.4% |
| All | +750.5% | +9,036.4% | -8,285.9% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling