+11.7%
SYK vs S
-57.7%
+69.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -11.8% | -1.2% | -10.6% | -11.7% |
| 30D | -20.4% | -12.6% | -7.8% | -19.5% |
| 3M | -12.1% | +27.6% | -39.6% | -14.7% |
| 6M | -24.3% | +35.5% | -59.8% | -27.4% |
| YTD | -21.2% | +29.6% | -50.8% | -24.2% |
| 1Y | -29.2% | +8.1% | -37.3% | -30.7% |
| 3Y | -2.1% | +14.8% | -16.8% | -7.2% |
| 5Y | +4.7% | -70.6% | +75.3% | +5.0% |
| All | +11.7% | -57.7% | +69.4% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling