-29.8%
SYK vs SAP
-19.2%
-10.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.7% |
| 7D | -12.3% | -5.1% | -7.2% | -11.4% |
| 30D | -22.4% | -1.8% | -20.7% | -22.2% |
| 3M | -12.3% | +20.9% | -33.3% | -16.4% |
| 6M | -24.3% | +7.0% | -31.3% | -26.9% |
| YTD | -22.8% | -13.7% | -9.0% | -23.5% |
| All | -29.8% | -19.2% | -10.7% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling