+7.2%
SYK vs Z
-64.7%
+71.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-11 to 2026-09-11.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.5% |
| 7D | -9.1% | -6.0% | -3.1% | -8.2% |
| 30D | -20.6% | -2.3% | -18.4% | -20.4% |
| 3M | -9.6% | -0.6% | -9.0% | -9.8% |
| 6M | -19.9% | -27.6% | +7.7% | -16.6% |
| YTD | -21.2% | -52.4% | +31.2% | -13.2% |
| 1Y | -28.4% | -63.6% | +35.2% | -18.1% |
| 3Y | -5.3% | -36.4% | +31.1% | -3.1% |
| All | +7.2% | -64.7% | +71.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2021-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded Z 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…
2021-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling