+227.0%
SYK vs USB
+82.2%
+144.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -6.8% | +1.2% | -8.0% | -7.2% |
| 30D | +10.6% | +6.3% | +4.3% | +8.0% |
| 3M | -9.7% | -6.1% | -3.6% | -7.4% |
| 6M | +6.7% | +13.0% | -6.3% | +1.4% |
| YTD | -10.4% | +16.6% | -26.9% | -16.3% |
| 1Y | -14.0% | +31.1% | -45.1% | -23.6% |
| 3Y | +17.6% | +100.9% | -83.3% | -15.5% |
| 5Y | +24.6% | +24.5% | +0.1% | +8.7% |
| All | +227.0% | +82.2% | +144.8% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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