-19.9%
SYK vs INDA
-1.7%
-18.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.6% |
| 7D | -9.1% | -2.7% | -6.4% | -7.8% |
| 30D | -20.6% | -2.8% | -17.9% | -19.5% |
| 3M | -9.6% | +1.6% | -11.2% | -10.1% |
| 6M | -19.9% | -1.4% | -18.5% | -19.3% |
| All | -19.9% | -1.7% | -18.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 6mo: compounded portfolio wealth divided by compounded INDA 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…
6mo analysis · Full analysis span regression · 6 months rolling