+208.5%
TER vs SYK
+3.4%
+205.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -2.7% |
| 7D | +9.4% | -12.3% | +21.7% | +15.2% |
| 30D | -2.4% | -22.4% | +20.0% | +8.3% |
| 3M | +6.5% | -12.3% | +18.9% | +7.6% |
| 6M | +23.2% | -24.3% | +47.5% | +36.1% |
| YTD | +91.5% | -22.8% | +114.2% | +107.1% |
| 1Y | +214.8% | -28.8% | +243.6% | +257.2% |
| 3Y | +275.3% | -4.0% | +279.3% | +236.4% |
| All | +208.5% | +3.4% | +205.1% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling