+1,237.1%
SMH vs SYK
+1,731.3%
-494.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.6% |
| 7D | +1.4% | -12.3% | +13.7% | +7.3% |
| 30D | -2.2% | -22.4% | +20.2% | +9.1% |
| 3M | -1.9% | -12.3% | +10.5% | +1.6% |
| 6M | +41.0% | -24.3% | +65.3% | +55.2% |
| YTD | +55.6% | -22.8% | +78.3% | +69.1% |
| 1Y | +86.8% | -28.8% | +115.6% | +110.2% |
| 3Y | +277.7% | -4.0% | +281.6% | +265.7% |
| 5Y | +324.2% | +3.8% | +320.3% | +294.2% |
| 10Y | +1,828.6% | +172.8% | +1,655.8% | +1,044.2% |
| All | +1,237.1% | +1,731.3% | -494.2% | +365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling