+535.9%
SYK vs SCHG
+1,121.7%
-585.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.6% |
| 7D | -12.3% | -2.7% | -9.6% | -10.4% |
| 30D | -22.4% | -2.2% | -20.2% | -21.1% |
| 3M | -12.3% | +6.2% | -18.5% | -16.6% |
| 6M | -24.3% | +13.4% | -37.7% | -31.9% |
| YTD | -22.8% | +7.1% | -29.9% | -27.5% |
| 1Y | -28.8% | +12.5% | -41.3% | -36.1% |
| 3Y | -4.0% | +86.2% | -90.2% | -44.5% |
| 5Y | +3.8% | +83.9% | -80.1% | -40.8% |
| 10Y | +172.8% | +451.3% | -278.5% | -42.8% |
| All | +535.9% | +1,121.7% | -585.8% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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