+168.8%
SYK vs USB
+106.9%
+61.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.4% | -7.4% | -8.3% |
| 7D | -12.9% | +2.1% | -15.0% | -13.6% |
| 30D | -18.5% | -2.3% | -16.2% | -17.7% |
| 3M | -8.1% | +13.9% | -21.9% | -12.8% |
| 6M | -23.8% | +21.6% | -45.4% | -29.7% |
| YTD | -20.9% | +19.3% | -40.3% | -26.8% |
| 1Y | -29.0% | +33.6% | -62.5% | -37.3% |
| 3Y | -1.7% | +97.7% | -99.4% | -29.0% |
| 5Y | +4.0% | +40.4% | -36.5% | -14.6% |
| 10Y | +168.8% | +105.9% | +62.8% | +77.0% |
| All | +168.8% | +106.9% | +61.8% | +77.0% |
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