+10,219.5%
SYK vs STRL
+19,706.0%
-9,486.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -11.8% | +8.2% | -20.0% | -12.0% |
| 30D | -20.4% | -6.3% | -14.1% | -20.3% |
| 3M | -12.1% | -41.2% | +29.1% | -11.1% |
| 6M | -24.3% | +20.4% | -44.7% | -25.4% |
| YTD | -21.2% | +61.7% | -82.9% | -23.1% |
| 1Y | -29.2% | +72.7% | -101.9% | -31.1% |
| 3Y | -2.1% | +530.9% | -533.0% | -8.9% |
| 5Y | +4.7% | +2,125.4% | -2,120.6% | -6.0% |
| 10Y | +178.2% | +7,301.3% | -7,123.1% | +141.3% |
| All | +10,219.5% | +19,706.0% | -9,486.5% | +9,129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling