+25,027.4%
SYK vs RF
+1,537.4%
+23,490.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.3% | +1.3% | -9.6% | -8.6% |
| 30D | -10.1% | -3.6% | -6.4% | -9.4% |
| 3M | +0.9% | +8.1% | -7.2% | -0.7% |
| 6M | -20.2% | +11.5% | -31.7% | -22.0% |
| YTD | -13.3% | +15.6% | -28.9% | -16.0% |
| 1Y | -22.3% | +15.7% | -38.0% | -24.9% |
| 3Y | +9.7% | +86.9% | -77.2% | -4.9% |
| 5Y | +15.4% | +89.8% | -74.4% | -1.5% |
| 10Y | +192.9% | +344.7% | -151.8% | +105.6% |
| All | +25,027.4% | +1,537.4% | +23,490.0% | +7,426.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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