+21.2%
SYK vs USB
+89.5%
-68.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +11.7% | 0.0% | +11.7% | +11.7% |
| 30D | +18.3% | +5.8% | +12.5% | +16.8% |
| 3M | -3.1% | -6.0% | +2.8% | -1.6% |
| 6M | +12.1% | +7.8% | +4.4% | +10.0% |
| YTD | -6.5% | +14.6% | -21.1% | -9.9% |
| 1Y | -6.9% | +31.8% | -38.7% | -13.4% |
| 3Y | +21.2% | +91.5% | -70.3% | +6.7% |
| All | +21.2% | +89.5% | -68.2% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling