+243.0%
SYK vs RACE
+647.6%
-404.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | -8.3% | -2.5% | -5.8% | -7.6% |
| 30D | -10.1% | +0.8% | -10.8% | -10.4% |
| 3M | +0.9% | +17.2% | -16.2% | -4.6% |
| 6M | -20.2% | +13.6% | -33.8% | -24.0% |
| YTD | -13.3% | +12.2% | -25.5% | -17.6% |
| 1Y | -22.3% | -16.3% | -6.1% | -19.0% |
| 3Y | +9.7% | +36.4% | -26.7% | -7.2% |
| 5Y | +15.4% | +95.0% | -79.6% | -16.0% |
| 10Y | +192.9% | +813.2% | -620.4% | +56.7% |
| All | +243.0% | +647.6% | -404.6% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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