-24.0%
SYK vs USAR
+1.9%
-26.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.1% | -8.8% |
| 7D | -12.9% | +2.3% | -15.2% | -12.8% |
| 30D | -18.5% | -8.6% | -9.8% | -18.9% |
| 3M | -8.1% | -20.5% | +12.4% | -8.3% |
| All | -24.0% | +1.9% | -26.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 6mo: compounded portfolio wealth divided by compounded USAR 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…
6mo analysis · Full analysis span regression · 6 months rolling