+621.7%
SYK vs ET
+1,451.4%
-829.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.1% |
| 3M | -12.3% | +16.0% | -28.4% | -14.8% |
| 6M | -24.3% | +22.8% | -47.1% | -27.3% |
| YTD | -22.8% | +38.9% | -61.6% | -27.6% |
| 1Y | -28.8% | +34.1% | -62.9% | -32.9% |
| 3Y | -4.0% | +98.8% | -102.8% | -16.6% |
| 5Y | +3.8% | +246.8% | -243.0% | -19.4% |
| 10Y | +172.8% | +174.4% | -1.6% | +106.4% |
| All | +621.7% | +1,451.4% | -829.7% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling