-5.3%
SYK vs SPYG
+4.8%
-10.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.4% | -1.5% |
| 7D | +7.5% | -7.0% | +14.5% | +7.2% |
| 30D | +20.4% | -12.1% | +32.6% | +19.5% |
| 3M | -0.3% | -9.0% | +8.7% | -0.8% |
| 6M | +14.2% | -2.0% | +16.2% | +13.2% |
| YTD | -3.8% | +4.6% | -8.4% | -6.7% |
| 1Y | -5.3% | +4.4% | -9.7% | -8.1% |
| All | -5.3% | +4.8% | -10.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling