-24.3%
SYK vs SBAC
-5.1%
-19.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.5% |
| 7D | -12.3% | -5.3% | -7.1% | -11.6% |
| 30D | -22.4% | +0.4% | -22.8% | -22.4% |
| 3M | -12.3% | -11.9% | -0.4% | -10.7% |
| 6M | -24.3% | -4.5% | -19.8% | -24.1% |
| All | -24.3% | -5.1% | -19.2% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling