+22,814.2%
SYK vs ES
+1,251.6%
+21,562.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -9.0% |
| 7D | -12.9% | +1.4% | -14.3% | -13.3% |
| 30D | -18.5% | -1.2% | -17.3% | -18.2% |
| 3M | -8.1% | +5.0% | -13.1% | -9.3% |
| 6M | -23.8% | -2.8% | -20.9% | -23.2% |
| YTD | -20.9% | +8.6% | -29.5% | -23.0% |
| 1Y | -29.0% | +18.9% | -47.9% | -33.2% |
| 3Y | -1.7% | +32.1% | -33.8% | -11.8% |
| 5Y | +4.0% | -5.1% | +9.0% | +2.6% |
| 10Y | +168.8% | +84.2% | +84.6% | +119.4% |
| All | +22,814.2% | +1,251.6% | +21,562.6% | +11,509.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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