+5.0%
SYK vs USFR
+20.5%
-15.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | +0.1% | -12.4% | -12.4% |
| 30D | -22.4% | +0.3% | -22.8% | -22.7% |
| 3M | -12.3% | +1.0% | -13.3% | -13.0% |
| 6M | -24.3% | +1.9% | -26.2% | -25.3% |
| YTD | -22.8% | +2.7% | -25.4% | -24.1% |
| 1Y | -28.8% | +4.0% | -32.8% | -30.5% |
| 3Y | -4.0% | +14.1% | -18.0% | -5.1% |
| All | +5.0% | +20.5% | -15.5% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling