+173.1%
SYK vs ET
+177.0%
-3.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -9.1% | +0.2% | -9.3% | -9.2% |
| 30D | -20.6% | +2.9% | -23.5% | -21.3% |
| 3M | -9.6% | +16.8% | -26.4% | -13.3% |
| 6M | -19.9% | +18.9% | -38.8% | -23.5% |
| YTD | -21.2% | +37.7% | -58.9% | -27.7% |
| 1Y | -28.4% | +32.4% | -60.8% | -33.8% |
| 3Y | -5.3% | +99.5% | -104.8% | -22.2% |
| 5Y | +6.0% | +244.0% | -238.0% | -25.4% |
| All | +173.1% | +177.0% | -3.9% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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