+2,099.4%
SYK vs SBAC
+2,110.4%
-11.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.7% |
| 7D | -12.3% | -5.3% | -7.1% | -11.9% |
| 30D | -22.4% | +0.4% | -22.8% | -22.5% |
| 3M | -12.3% | -11.9% | -0.4% | -11.3% |
| 6M | -24.3% | -4.5% | -19.8% | -24.2% |
| YTD | -22.8% | -4.3% | -18.4% | -22.7% |
| 1Y | -28.8% | -3.9% | -24.9% | -28.8% |
| 3Y | -4.0% | -11.0% | +7.0% | -3.8% |
| 5Y | +3.8% | -44.1% | +47.9% | +8.4% |
| 10Y | +172.8% | +81.6% | +91.2% | +159.2% |
| All | +2,099.4% | +2,110.4% | -11.0% | +1,576.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling