+167.6%
SYK vs SPY
+318.9%
-151.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.4% |
| 7D | -12.3% | -2.0% | -10.3% | -10.6% |
| 30D | -22.4% | -1.7% | -20.8% | -21.2% |
| 3M | -12.3% | +4.7% | -17.1% | -16.5% |
| 6M | -24.3% | +12.5% | -36.8% | -33.1% |
| YTD | -22.8% | +11.7% | -34.5% | -31.3% |
| 1Y | -28.8% | +17.5% | -46.3% | -40.0% |
| 3Y | -4.0% | +76.6% | -80.5% | -47.6% |
| 5Y | +3.8% | +82.0% | -78.2% | -45.3% |
| All | +167.6% | +318.9% | -151.3% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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