+22,282.0%
SYK vs ETR
+4,347.5%
+17,934.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -12.3% | -1.9% | -10.4% | -11.8% |
| 30D | -22.4% | -0.2% | -22.2% | -22.5% |
| 3M | -12.3% | -3.7% | -8.6% | -11.4% |
| 6M | -24.3% | +2.1% | -26.4% | -25.1% |
| YTD | -22.8% | +16.5% | -39.2% | -26.8% |
| 1Y | -28.8% | +22.5% | -51.3% | -33.7% |
| 3Y | -4.0% | +144.7% | -148.6% | -29.5% |
| 5Y | +3.8% | +125.2% | -121.4% | -22.2% |
| 10Y | +172.8% | +296.9% | -124.1% | +73.4% |
| All | +22,282.0% | +4,347.5% | +17,934.5% | +7,443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling