+207.4%
SYK vs Z
+16.2%
+191.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -11.8% | -7.1% | -4.7% | -10.7% |
| 30D | -20.4% | -4.8% | -15.6% | -19.8% |
| 3M | -12.1% | -9.3% | -2.7% | -11.0% |
| 6M | -24.3% | -29.0% | +4.6% | -20.8% |
| YTD | -21.2% | -52.9% | +31.7% | -12.7% |
| 1Y | -29.2% | -63.1% | +34.0% | -18.7% |
| 3Y | -2.1% | -36.9% | +34.8% | +0.3% |
| 5Y | +4.7% | -65.5% | +70.2% | +11.8% |
| 10Y | +178.2% | -3.9% | +182.1% | +126.9% |
| All | +207.4% | +16.2% | +191.2% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling