+101.1%
SYK vs SE
+569.0%
-467.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.1% |
| 7D | -11.8% | -3.6% | -8.2% | -11.4% |
| 30D | -20.4% | -5.3% | -15.1% | -20.0% |
| 3M | -12.1% | +28.1% | -40.2% | -15.1% |
| 6M | -24.3% | +20.7% | -45.0% | -26.7% |
| YTD | -21.2% | -14.8% | -6.4% | -20.6% |
| 1Y | -29.2% | -43.6% | +14.4% | -25.0% |
| 3Y | -2.1% | +184.2% | -186.3% | -18.2% |
| 5Y | +4.7% | -66.3% | +71.0% | +8.0% |
| All | +101.1% | +569.0% | -467.9% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling