-22.3%
SYK vs RMBS
+16.3%
-38.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.5% |
| 7D | -8.3% | -0.3% | -8.0% | -8.3% |
| 30D | -10.1% | -12.2% | +2.1% | -10.6% |
| 3M | +0.9% | -49.5% | +50.4% | -0.2% |
| 6M | -20.2% | -7.1% | -13.0% | -21.4% |
| YTD | -13.3% | -7.0% | -6.3% | -14.4% |
| 1Y | -22.3% | +13.3% | -35.7% | -24.8% |
| All | -22.3% | +16.3% | -38.6% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling