+5.0%
SYK vs S
-69.1%
+74.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 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% | -15.5% |
| 6M | -24.3% | +40.1% | -64.4% | -27.8% |
| YTD | -22.8% | +32.1% | -54.8% | -26.0% |
| 1Y | -28.8% | +11.0% | -39.8% | -30.6% |
| 3Y | -4.0% | +16.9% | -20.9% | -9.5% |
| All | +5.0% | -69.1% | +74.1% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling