-29.8%
SYK vs EIX
+8.4%
-38.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -12.3% | +0.8% | -13.1% | -12.5% |
| 30D | -22.4% | -18.8% | -3.6% | -20.9% |
| 3M | -12.3% | -19.7% | +7.3% | -9.8% |
| 6M | -24.3% | -18.2% | -6.1% | -22.6% |
| YTD | -22.8% | -1.7% | -21.0% | -23.8% |
| All | -29.8% | +8.4% | -38.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling