+335.7%
SYK vs ESI
+222.6%
+113.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -11.8% | +3.9% | -15.7% | -12.5% |
| 30D | -20.4% | -3.8% | -16.6% | -19.9% |
| 3M | -12.1% | -13.1% | +1.1% | -10.6% |
| 6M | -24.3% | +11.3% | -35.7% | -28.0% |
| YTD | -21.2% | +44.1% | -65.3% | -29.8% |
| 1Y | -29.2% | +40.3% | -69.5% | -36.8% |
| 3Y | -2.1% | +84.1% | -86.1% | -19.6% |
| 5Y | +4.7% | +75.8% | -71.1% | -14.0% |
| 10Y | +178.2% | +320.7% | -142.5% | +85.4% |
| All | +335.7% | +222.6% | +113.1% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling