+173.1%
SYK vs UL
+66.7%
+106.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.8% |
| 7D | -9.1% | -3.4% | -5.7% | -7.7% |
| 30D | -20.6% | +0.5% | -21.1% | -20.8% |
| 3M | -9.6% | +7.2% | -16.8% | -12.2% |
| 6M | -19.9% | -3.1% | -16.8% | -19.0% |
| YTD | -21.2% | -2.7% | -18.5% | -20.7% |
| 1Y | -28.4% | -10.2% | -18.2% | -25.6% |
| 3Y | -5.3% | +20.3% | -25.6% | -14.6% |
| 5Y | +6.0% | +19.9% | -14.0% | -6.0% |
| All | +173.1% | +66.7% | +106.4% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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