+5.0%
SYK vs STLA
-63.7%
+68.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.3% | -3.8% | -8.5% | -11.6% |
| 30D | -22.4% | -3.1% | -19.3% | -22.0% |
| 3M | -12.3% | -19.6% | +7.3% | -8.8% |
| 6M | -24.3% | -23.5% | -0.8% | -20.9% |
| YTD | -22.8% | -51.5% | +28.8% | -11.8% |
| 1Y | -28.8% | -39.7% | +10.9% | -23.7% |
| 3Y | -4.0% | -66.3% | +62.3% | +13.4% |
| All | +5.0% | -63.7% | +68.7% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling