-7.2%
SYK vs ET
+97.8%
-105.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -12.3% | +1.4% | -13.7% | -12.6% |
| 30D | -22.4% | +4.6% | -27.0% | -23.3% |
| 3M | -12.3% | +16.0% | -28.4% | -15.4% |
| 6M | -24.3% | +22.8% | -47.1% | -27.9% |
| YTD | -22.8% | +38.9% | -61.6% | -28.6% |
| 1Y | -28.8% | +34.1% | -62.9% | -33.6% |
| All | -7.2% | +97.8% | -105.0% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling