-7.2%
SYK vs USFR
+14.1%
-21.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | +0.1% | -12.4% | -12.6% |
| 30D | -22.4% | +0.3% | -22.8% | -23.2% |
| 3M | -12.3% | +1.0% | -13.3% | -14.8% |
| 6M | -24.3% | +1.9% | -26.2% | -28.4% |
| YTD | -22.8% | +2.7% | -25.4% | -28.5% |
| 1Y | -28.8% | +4.0% | -32.8% | -36.4% |
| All | -7.2% | +14.1% | -21.3% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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