+22,282.0%
SYK vs STT
+7,259.1%
+15,022.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -12.3% | -1.4% | -11.0% | -12.0% |
| 30D | -22.4% | +2.2% | -24.6% | -22.9% |
| 3M | -12.3% | +18.8% | -31.2% | -16.2% |
| 6M | -24.3% | +57.9% | -82.2% | -32.7% |
| YTD | -22.8% | +51.0% | -73.8% | -30.7% |
| 1Y | -28.8% | +77.1% | -105.9% | -38.7% |
| 3Y | -4.0% | +199.8% | -203.8% | -28.0% |
| 5Y | +3.8% | +156.0% | -152.1% | -20.6% |
| 10Y | +172.8% | +265.2% | -92.4% | +85.6% |
| All | +22,282.0% | +7,259.1% | +15,022.9% | +6,042.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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