+1,802.9%
TER vs SYK
+173.6%
+1,629.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -2.5% |
| 7D | +9.4% | -12.3% | +21.7% | +16.6% |
| 30D | -2.4% | -22.4% | +20.0% | +10.7% |
| 3M | +6.5% | -12.3% | +18.9% | +9.1% |
| 6M | +23.2% | -24.3% | +47.5% | +37.3% |
| YTD | +91.5% | -22.8% | +114.2% | +109.4% |
| 1Y | +214.8% | -28.8% | +243.6% | +259.6% |
| 3Y | +275.3% | -4.0% | +279.3% | +248.9% |
| 5Y | +211.9% | +3.8% | +208.1% | +172.1% |
| All | +1,802.9% | +173.6% | +1,629.3% | +886.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 10y: compounded portfolio wealth divided by compounded SYK 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…
10y analysis · Full analysis span regression · 6 months rolling