-24.0%
SYK vs STRL
+30.9%
-54.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.2% | -12.0% | -8.6% |
| 7D | -12.9% | +10.1% | -23.0% | -12.5% |
| 30D | -18.5% | -8.2% | -10.3% | -18.7% |
| 3M | -8.1% | -43.7% | +35.6% | -8.9% |
| All | -24.0% | +30.9% | -54.9% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling