+22,282.0%
SYK vs UL
+2,550.5%
+19,731.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -12.3% | -4.1% | -8.3% | -11.0% |
| 30D | -22.4% | -1.2% | -21.3% | -22.1% |
| 3M | -12.3% | +6.0% | -18.3% | -14.1% |
| 6M | -24.3% | -5.5% | -18.8% | -23.0% |
| YTD | -22.8% | -3.3% | -19.4% | -22.1% |
| 1Y | -28.8% | -9.8% | -19.0% | -26.5% |
| 3Y | -4.0% | +20.1% | -24.1% | -11.3% |
| 5Y | +3.8% | +19.2% | -15.3% | -5.1% |
| 10Y | +172.8% | +65.4% | +107.4% | +120.9% |
| All | +22,282.0% | +2,550.5% | +19,731.4% | +6,753.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling