+1,595.7%
SYK vs SPYG
+553.6%
+1,042.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.4% |
| 7D | -12.3% | -1.8% | -10.5% | -11.3% |
| 30D | -22.4% | -1.9% | -20.5% | -21.5% |
| 3M | -12.3% | +5.2% | -17.5% | -15.7% |
| 6M | -24.3% | +15.6% | -39.9% | -31.9% |
| YTD | -22.8% | +12.4% | -35.2% | -29.4% |
| 1Y | -28.8% | +17.5% | -46.2% | -37.0% |
| 3Y | -4.0% | +98.1% | -102.0% | -40.7% |
| 5Y | +3.8% | +84.9% | -81.1% | -33.5% |
| 10Y | +172.8% | +417.7% | -244.9% | -5.8% |
| All | +1,595.7% | +553.6% | +1,042.1% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling