+307.6%
SYK vs USFR
+27.6%
+280.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.5% |
| 3M | -12.3% | +1.0% | -13.3% | -12.7% |
| 6M | -24.3% | +1.9% | -26.2% | -24.9% |
| YTD | -22.8% | +2.7% | -25.4% | -23.6% |
| 1Y | -28.8% | +4.0% | -32.8% | -29.9% |
| 3Y | -4.0% | +14.1% | -18.0% | -9.0% |
| 5Y | +3.8% | +20.5% | -16.6% | -3.7% |
| 10Y | +172.8% | +28.0% | +144.8% | +149.0% |
| All | +307.6% | +27.6% | +280.0% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling