+167.6%
SYK vs SAP
+175.6%
-8.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.4% |
| 7D | -12.3% | -5.1% | -7.2% | -10.5% |
| 30D | -22.4% | -1.8% | -20.7% | -22.0% |
| 3M | -12.3% | +20.9% | -33.3% | -19.0% |
| 6M | -24.3% | +7.0% | -31.3% | -27.3% |
| YTD | -22.8% | -13.7% | -9.0% | -20.0% |
| 1Y | -28.8% | -19.6% | -9.2% | -24.2% |
| 3Y | -4.0% | +52.4% | -56.4% | -24.9% |
| 5Y | +3.8% | +54.4% | -50.6% | -21.4% |
| All | +167.6% | +175.6% | -8.0% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling