+5.0%
SYK vs ETR
+123.2%
-118.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -12.3% | -1.9% | -10.4% | -11.9% |
| 30D | -22.4% | -0.2% | -22.2% | -22.5% |
| 3M | -12.3% | -3.7% | -8.6% | -11.5% |
| 6M | -24.3% | +2.1% | -26.4% | -25.0% |
| YTD | -22.8% | +16.5% | -39.2% | -26.6% |
| 1Y | -28.8% | +22.5% | -51.3% | -33.5% |
| 3Y | -4.0% | +144.7% | -148.6% | -31.0% |
| All | +5.0% | +123.2% | -118.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling