-29.8%
SYK vs STRL
+59.7%
-89.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.1% |
| 7D | -12.3% | +5.4% | -17.7% | -12.1% |
| 30D | -22.4% | -9.0% | -13.5% | -22.7% |
| 3M | -12.3% | -37.1% | +24.7% | -13.6% |
| 6M | -24.3% | +17.8% | -42.1% | -25.5% |
| YTD | -22.8% | +58.3% | -81.1% | -22.7% |
| All | -29.8% | +59.7% | -89.5% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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