+167.6%
SYK vs RVTY
+139.0%
+28.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.1% |
| 7D | -12.3% | -7.4% | -4.9% | -9.8% |
| 30D | -22.4% | +4.5% | -26.9% | -23.8% |
| 3M | -12.3% | +19.5% | -31.8% | -18.1% |
| 6M | -24.3% | +34.1% | -58.4% | -32.8% |
| YTD | -22.8% | +25.3% | -48.0% | -30.2% |
| 1Y | -28.8% | +47.0% | -75.8% | -39.9% |
| 3Y | -4.0% | +14.1% | -18.1% | -14.8% |
| 5Y | +3.8% | -34.6% | +38.4% | +15.7% |
| All | +167.6% | +139.0% | +28.6% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling