-5.3%
SYK vs SE
-48.0%
+42.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.5% | +4.9% | +9.1% |
| 7D | +11.7% | +6.7% | +5.1% | +11.3% |
| 30D | +19.1% | -17.2% | +36.3% | +19.9% |
| 3M | +1.4% | -28.0% | +29.5% | +2.9% |
| 6M | +17.4% | -6.1% | +23.6% | +18.2% |
| YTD | -2.5% | -37.1% | +34.6% | -2.2% |
| 1Y | -5.3% | -48.8% | +43.5% | -6.6% |
| All | -5.3% | -48.0% | +42.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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