-6.9%
SYK vs USAR
+58.5%
-65.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -2.0% |
| 7D | -12.3% | -9.3% | -3.0% | -12.4% |
| 30D | -22.4% | -15.2% | -7.3% | -22.6% |
| 3M | -12.3% | -21.1% | +8.8% | -12.4% |
| 6M | -24.3% | -21.6% | -2.7% | -24.5% |
| YTD | -22.8% | +34.8% | -57.6% | -22.7% |
| 1Y | -28.8% | +15.6% | -44.4% | -28.7% |
| 3Y | -4.0% | +57.7% | -61.7% | -0.7% |
| All | -6.9% | +58.5% | -65.4% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling