+5.0%
SYK vs SBAC
-44.7%
+49.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.2% |
| 7D | -12.3% | -5.3% | -7.1% | -11.1% |
| 30D | -22.4% | +0.4% | -22.8% | -22.5% |
| 3M | -12.3% | -11.9% | -0.4% | -9.6% |
| 6M | -24.3% | -4.5% | -19.8% | -24.0% |
| YTD | -22.8% | -4.3% | -18.4% | -22.7% |
| 1Y | -28.8% | -3.9% | -24.9% | -29.0% |
| 3Y | -4.0% | -11.0% | +7.0% | -4.2% |
| All | +5.0% | -44.7% | +49.7% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling