+167.6%
SYK vs STLA
+51.6%
+115.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.3% | -3.8% | -8.5% | -11.5% |
| 30D | -22.4% | -3.1% | -19.3% | -21.9% |
| 3M | -12.3% | -19.6% | +7.3% | -8.1% |
| 6M | -24.3% | -23.5% | -0.8% | -20.2% |
| YTD | -22.8% | -51.5% | +28.8% | -9.8% |
| 1Y | -28.8% | -39.7% | +10.9% | -22.5% |
| 3Y | -4.0% | -66.3% | +62.3% | +17.2% |
| 5Y | +3.8% | -63.1% | +67.0% | +19.5% |
| All | +167.6% | +51.6% | +115.9% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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