+6,615.3%
SYK vs SAP
+2,169.0%
+4,446.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -11.8% | -0.3% | -11.5% | -11.7% |
| 30D | -20.4% | +0.3% | -20.6% | -20.5% |
| 3M | -12.1% | +16.9% | -29.0% | -15.4% |
| 6M | -24.3% | +6.3% | -30.7% | -26.0% |
| YTD | -21.2% | -12.4% | -8.8% | -19.9% |
| 1Y | -29.2% | -21.6% | -7.5% | -26.2% |
| 3Y | -2.1% | +54.8% | -56.8% | -13.4% |
| 5Y | +4.7% | +56.2% | -51.4% | -8.4% |
| 10Y | +178.2% | +179.0% | -0.8% | +113.2% |
| All | +6,615.3% | +2,169.0% | +4,446.3% | +3,035.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling