+5.0%
SYK vs SE
-67.1%
+72.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -12.3% | -4.8% | -7.5% | -11.9% |
| 30D | -22.4% | -18.1% | -4.3% | -20.7% |
| 3M | -12.3% | +30.6% | -43.0% | -15.2% |
| 6M | -24.3% | +20.8% | -45.1% | -26.4% |
| YTD | -22.8% | -15.6% | -7.2% | -22.1% |
| 1Y | -28.8% | -44.2% | +15.4% | -24.7% |
| 3Y | -4.0% | +181.5% | -185.5% | -18.4% |
| All | +5.0% | -67.1% | +72.1% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling