+5.0%
SYK vs EME
+547.5%
-542.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -12.3% | +0.9% | -13.3% | -12.5% |
| 30D | -22.4% | -8.4% | -14.1% | -21.5% |
| 3M | -12.3% | -3.6% | -8.7% | -12.6% |
| 6M | -24.3% | +3.6% | -27.9% | -26.0% |
| YTD | -22.8% | +22.5% | -45.3% | -27.6% |
| 1Y | -28.8% | +18.2% | -47.0% | -33.7% |
| 3Y | -4.0% | +238.4% | -242.3% | -39.5% |
| All | +5.0% | +547.5% | -542.5% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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