+194.0%
SYK vs SW
+147.8%
+46.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.7% |
| 7D | -8.3% | -5.1% | -3.2% | -7.9% |
| 30D | -10.1% | -4.6% | -5.5% | -9.7% |
| 3M | +0.9% | +9.4% | -8.5% | -0.1% |
| 6M | -20.2% | +3.5% | -23.7% | -20.7% |
| YTD | -13.3% | +22.0% | -35.3% | -15.3% |
| 1Y | -22.3% | +2.2% | -24.6% | -23.1% |
| 3Y | +9.7% | +19.6% | -9.9% | +6.1% |
| 5Y | +15.4% | -2.3% | +17.7% | +11.3% |
| All | +194.0% | +147.8% | +46.2% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling