+582.0%
SYK vs STLA
+246.1%
+335.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -11.8% | +0.4% | -12.2% | -11.8% |
| 30D | -20.4% | -5.2% | -15.2% | -19.7% |
| 3M | -12.1% | -24.9% | +12.8% | -7.9% |
| 6M | -24.3% | -25.2% | +0.8% | -21.0% |
| YTD | -21.2% | -51.4% | +30.2% | -12.0% |
| 1Y | -29.2% | -40.7% | +11.5% | -24.2% |
| 3Y | -2.1% | -66.3% | +64.2% | +13.0% |
| 5Y | +4.7% | -63.2% | +68.0% | +16.8% |
| 10Y | +178.2% | +48.7% | +129.5% | +150.9% |
| All | +582.0% | +246.1% | +335.8% | +496.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling