+7,743.2%
SYK vs SPY
+3,059.5%
+4,683.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -11.8% | -0.4% | -11.4% | -11.5% |
| 30D | -20.4% | -1.4% | -19.0% | -19.5% |
| 3M | -12.1% | +3.7% | -15.8% | -14.9% |
| 6M | -24.3% | +13.0% | -37.3% | -31.8% |
| YTD | -21.2% | +12.4% | -33.6% | -28.8% |
| 1Y | -29.2% | +18.5% | -47.7% | -38.8% |
| 3Y | -2.1% | +77.6% | -79.7% | -39.5% |
| 5Y | +4.7% | +81.7% | -76.9% | -36.3% |
| 10Y | +178.2% | +319.7% | -141.4% | -8.9% |
| All | +7,743.2% | +3,059.5% | +4,683.7% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling