-7.2%
SYK vs STLA
-66.9%
+59.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.3% | -3.8% | -8.5% | -11.8% |
| 30D | -22.4% | -3.1% | -19.3% | -22.1% |
| 3M | -12.3% | -19.6% | +7.3% | -10.1% |
| 6M | -24.3% | -23.5% | -0.8% | -22.1% |
| YTD | -22.8% | -51.5% | +28.8% | -15.8% |
| 1Y | -28.8% | -39.7% | +10.9% | -25.6% |
| All | -7.2% | -66.9% | +59.6% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling