-5.3%
SYK vs ESI
+27.8%
-33.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.6% | +14.0% | +9.0% |
| 7D | +11.7% | -6.6% | +18.3% | +11.1% |
| 30D | +19.1% | -10.9% | +30.0% | +18.2% |
| 3M | +1.4% | -13.8% | +15.2% | +0.5% |
| 6M | +17.4% | -21.5% | +39.0% | +15.7% |
| YTD | -2.5% | +34.7% | -37.2% | -12.3% |
| 1Y | -5.3% | +24.9% | -30.2% | -13.7% |
| All | -5.3% | +27.8% | -33.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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