+218.4%
SYK vs TRU
+225.6%
-7.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -12.3% | -9.4% | -2.9% | -9.2% |
| 30D | -22.4% | -4.1% | -18.3% | -21.3% |
| 3M | -12.3% | +13.6% | -25.9% | -16.4% |
| 6M | -24.3% | +3.6% | -27.9% | -25.9% |
| YTD | -22.8% | -9.8% | -12.9% | -21.4% |
| 1Y | -28.8% | -13.6% | -15.1% | -26.8% |
| 3Y | -4.0% | -2.0% | -2.0% | -11.9% |
| 5Y | +3.8% | -35.8% | +39.7% | +12.4% |
| 10Y | +172.8% | +142.9% | +29.9% | +88.9% |
| All | +218.4% | +225.6% | -7.2% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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