-29.8%
SYK vs STLA
-41.5%
+11.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.3% | -3.8% | -8.5% | -12.1% |
| 30D | -22.4% | -3.1% | -19.3% | -22.3% |
| 3M | -12.3% | -19.6% | +7.3% | -11.3% |
| 6M | -24.3% | -23.5% | -0.8% | -23.3% |
| YTD | -22.8% | -51.5% | +28.8% | -20.0% |
| All | -29.8% | -41.5% | +11.6% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling