+9.5%
SYK vs S
-56.9%
+66.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.1% |
| 7D | -12.3% | +0.1% | -12.4% | -12.3% |
| 30D | -22.4% | -11.8% | -10.6% | -21.6% |
| 3M | -12.3% | +33.9% | -46.3% | -15.4% |
| 6M | -24.3% | +40.1% | -64.4% | -27.6% |
| YTD | -22.8% | +32.1% | -54.8% | -25.8% |
| 1Y | -28.8% | +11.0% | -39.8% | -30.5% |
| 3Y | -4.0% | +16.9% | -20.9% | -9.2% |
| 5Y | +3.8% | -68.9% | +72.8% | +3.8% |
| All | +9.5% | -56.9% | +66.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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