+167.6%
SYK vs ESI
+310.7%
-143.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.7% |
| 7D | -12.3% | -2.3% | -10.0% | -11.8% |
| 30D | -22.4% | -9.0% | -13.4% | -20.6% |
| 3M | -12.3% | -13.3% | +0.9% | -10.5% |
| 6M | -24.3% | +5.3% | -29.6% | -28.4% |
| YTD | -22.8% | +37.6% | -60.4% | -33.7% |
| 1Y | -28.8% | +33.6% | -62.4% | -38.6% |
| 3Y | -4.0% | +75.8% | -79.7% | -27.3% |
| 5Y | +3.8% | +68.6% | -64.7% | -21.7% |
| All | +167.6% | +310.7% | -143.1% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling