+533.9%
SYK vs SW
+722.5%
-188.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.7% |
| 7D | +11.7% | +2.3% | +9.3% | +11.5% |
| 30D | +18.3% | +6.8% | +11.5% | +17.9% |
| 3M | -3.1% | -5.2% | +2.1% | -2.8% |
| 6M | +12.1% | +7.4% | +4.7% | +11.6% |
| YTD | -6.5% | +17.4% | -23.9% | -7.5% |
| 1Y | -6.9% | +27.1% | -34.0% | -8.3% |
| 3Y | +21.2% | +47.9% | -26.6% | +18.2% |
| 5Y | +24.4% | -2.6% | +27.0% | +22.0% |
| 10Y | +210.6% | +182.7% | +28.0% | +193.4% |
| All | +533.9% | +722.5% | -188.6% | +489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling